Variance stabilizing transformation and studentization for estimator of correlation coefficient

Author:

Fujisawa Hironori

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

1. Anderson, T.W., 1984. An Introduction to Multivariate Statistical Analysis. Wiley, New York.

2. Maximum likelihood estimators for a bivariate normal distribution with missing data;Dahiya;Ann. Statist.,1980

3. David, F.N., 1938. Tables of the Correlation Coefficient. Cambridge University Press, Cambridge.

4. The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data;Fujisawa;Ann. Inst. Statist. Math.,1996

5. Effects of unpaired data for estimating an interclass correlation;Fujisawa;Commun. Statist. Theory Meth.,1999

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2. Advantages of Variance Stabilization;Scandinavian Journal of Statistics;2012-02-22

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