The distribution of the sample correlation coefficient under variance-truncated normality

DOI10.1007/S00184-023-00918-0MaRDI QIDQ6566358zbMATH OpenFDO

Authors Haruhiko Ogasawara

Publication date 3 July 2024

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00184-023-00918-0

zbMATH Keywords

multivariate gamma functionmultivariate normalitysample variances and covariancesstripe truncationweighted hypergeometric functionsWishart distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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