Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient

Journal of Multivariate Analysis

Volumn 101, Issue 4, 2010, Pages 936-948

  Ogasawara, Haruhiko ^a  

^a OTARU UNIVERSITY OF COMMERCE   (Japan)

Author keywords

Asymptotic cumulants; Cornish Fisher expansion; Edgeworth expansion; Fisher's z transformation; Studentized estimators; Tetrachoric correlation coefficient

Indexed keywords

EID: 74449088067     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2009.12.011     Document Type: Article

References (20)

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