On the sample correlation coefficient in the truncated bivariate normal population

DOI10.1080/03610917808812091zbMath0394.62039OpenAlexW2092270966MaRDI QIDQ4176844

A. V. Gajjar, Kocherlakota Subrahmaniam

Publication date: 1978

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610917808812091

zbMATH Keywords

Sample Correlation CoefficientTables of MomentsTruncated Bivariate Normal DistributionVariance Covariance Matrix

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

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On the behaviour of some transforms of the sample correlation coefficient:discretebivariate populations ⋮ Higher order asymptotic expansions for the distribution of the sample correlation coefficient ⋮ Robustness to nonnormality of some transformations of the sample correlation coefficient ⋮ Generalization of Fisher's z-transformation ⋮ Normal correlation coefficient of non-normal variables using piece-wise linear approximation ⋮ An approximation to percentiles of a variable of the bivariate normal distribution when the other variable is truncated, with applications ⋮ Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes

Cites Work

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• Screening Based on Normal Variables
• Correlation in a Bivariate Normal Distribution with Truncation in Both Variables