Normal correlation coefficient of non-normal variables using piece-wise linear approximation

DOI10.1007/S00180-010-0195-3MaRDI QIDQ650723zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

randomization testnonlinear dependencetruncated normal distributionnormal-to-anything transform

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(9)

• scientific article; zbMATH DE number 147179 (Why is no real title available?)
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• A two-level copula joint model for joint analysis of longitudinal and competing risks data
• Gaussian copula distributions for mixed data, with application in discrimination
• scientific article; zbMATH DE number 3251909 (Why is no real title available?)
• Gaussian copula marginal regression
• Gaussian copula mixed models for clustered mixed outcomes, with application in developmental toxicology
• Multipreconditioned GMRES for simulating stochastic automata networks
• A randomization method for the calculation of covariation in multiple nonlinear relations: illustrated with the example of goal-directed movements

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