Statistical inference for a certain class of bivariate distributions

DOI10.1016/0047-259X(77)90067-7MaRDI QIDQ1248303zbMATH OpenFDO

Authors Dorothy A. Anderson

Publication date 1977

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Asymptotic properties of parametric tests (62F05)

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• A Class of Nonparametric Tests for Independence in Bivariate Populations
• Approximate Relations Between Series and Integrals
• Asymptotic Expansions for the Moments of the Distribution of Correlation Coefficient
• Co-ordinate transformations to normality and the power of normal tests for independence
• Note on the Consistency of the Maximum Likelihood Estimate
• On the Power of Certain Tests for Independence in Bivariate Populations
• One-parameter families of bivariate distributions with fixed marginals
• Statistical inference with bivariate gamma distributions
• TESTS FOR RANK CORRELATION COEFFICIENTS. I
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• TWO APPLICATIONS OF BIVARIATE k-STATISTICS
• Uniform representations of bivariate distributions

Cited in

(1)

• Four Correlation Coefficients with a Third Blocking Variable: Their Efficacy, Relative Efficiency, and Test Statistics

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