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Variance stabilizing transformation and studentization for estimator of correlation coefficient

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  • Fujisawa, Hironori

Abstract

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.

Suggested Citation

  • Fujisawa, Hironori, 2000. "Variance stabilizing transformation and studentization for estimator of correlation coefficient," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 213-217, April.
    • Handle: RePEc:eee:stapro:v:47:y:2000:i:3:p:213-217
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    References listed on IDEAS

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    1. Garren, Steven T., 1998. "Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data," Statistics & Probability Letters, Elsevier, vol. 38(3), pages 281-288, June.
    2. Hironori Fujisawa, 1996. "The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(3), pages 423-428, September.
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