Variance stabilizing transformation and studentization for estimator of correlation coefficient

被引：3
|
作者：
Fujisawa, H [1 ]
机构：
[1] Tokyo Inst Technol, Dept Math & Comp Sci, Tokyo 1528552, Japan
来源：
STATISTICS & PROBABILITY LETTERS | 2000年 / 47卷 / 03期
关键词：
mean; missing; normal approximation; skewness;
D O I：
10.1016/S0167-7152(99)00158-3
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The variance stabilizing transformation and the studentization ha iie a simple relation on the skewness and the mean. The resultant relation implies that the former makes a better normal approximation than the latter for estimators of correlation coefficient in some cases, including an elliptical case and a missing case. (C) 2000 Elsevier Science B.V. All rights reserved.
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页码：213 / 217
页数：5
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