An approximation to the distribution of the product of two dependent correlation coefficients

DOI10.1080/00949650310001596822zbMath1053.62019MaRDI QIDQ4832531

Wei Pan, Kenneth A. Frank

Publication date: 4 January 2005

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650310001596822

zbMATH Keywords

moments; Pearson distribution; approximate distribution

Mathematics Subject Classification ID

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

62E17: Approximations to statistical distributions (nonasymptotic)

Uses Software

• Mathematica

Cites Work

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