The exact distributions of the serial correlation coefficients and an evaluation on some approximate distributions
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Publication:4139503
DOI10.1080/00949657708810145zbMath0364.62060OpenAlexW1998390868MaRDI QIDQ4139503
Publication date: 1977
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949657708810145
Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical tables (62Q05)
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Cites Work
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- THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
- Computing the distribution of quadratic forms in normal variables
- Distribution of the Serial Correlation Coefficient in a Circularly Correlated Universe
- Distribution of the Serial Correlation Coefficient
- Serial Correlation and Quadratic Forms in Normal Variables
- Further Contributions to the Problem of Serial Correlation
- On the Distribution of the Serial Correlation Coefficient
- Note on the Distribution of the Serial Correlation Coefficient
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