Normal correlation coefficient of non-normal variables using piece-wise linear approximation
DOI10.1007/S00180-010-0195-3zbMATH Open1226.62056OpenAlexW2061301684MaRDI QIDQ650723FDOQ650723
Authors: 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
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- Transforming Gaussian correlations. Applications to generating long-range power-law correlated time series with arbitrary distribution
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