Variance stabilizing transformation and studentization for estimator of correlation coefficient

The variance stabilizing transformation and the studentization have 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.

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Year of publication:	2000
Authors:	Fujisawa, Hironori
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 47.2000, 3, p. 213-217
Publisher:	Elsevier
Subject:	Mean Missing Normal approximation Skewness

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074824