Normal correlation coefficient of non-normal variables using piece-wise linear approximation
From MaRDI portal
Publication:650723
DOI10.1007/s00180-010-0195-3zbMath1226.62056MaRDI QIDQ650723
Dimitris Kugiumtzis, Efthymia Bora-Senta
Publication date: 26 November 2011
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-010-0195-3
nonlinear dependence; randomization test; truncated normal distribution; normal-to-anything transform
62-08: Computational methods for problems pertaining to statistics
62F03: Parametric hypothesis testing
62H20: Measures of association (correlation, canonical correlation, etc.)
Related Items
Transforming Gaussian correlations. Applications to generating long-range power-law correlated time series with arbitrary distribution, Gaussian copula distributions for mixed data, with application in discrimination, Gaussian copula mixed models for clustered mixed outcomes, with application in developmental toxicology, Multipreconditioned GMRES for simulating stochastic automata networks, Gaussian copula marginal regression
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Testing for nonlinearity in time series: the method of surrogate data
- An algorithm to generate samples of multi-variate distributions with correlated marginals.
- Surrogate time series.
- A nonlinear correlation measure for multivariable data set
- Fitting monotonic polynomials to data
- Autoregressive to anything: Time-series input processes for simulation
- Case studies in multivariate-to-anything transforms for partially specified random vector gener\-a\-tion
- Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations
- Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients
- On the sample correlation coefficient in the truncated bivariate normal population
- Correlation in a Bivariate Normal Distribution with Truncation in Both Variables
- MEANS AND STANDARD DEVIATIONS OF A TRUNCATED NORMAL BIVARIATE DISTRIBUTION
- Moments of the censored and truncated bivariate normal distribution
- A distribution free plotting position
