Mathematics
8 years ago

New study reveals groundbreaking insights into correlation coefficient properties!

Journal of Econometrics
Asymptotic properties of a correlation coefficient type statistic connected with the general linear model
Laurens de Haan, Elselien Taconis-Haantjes

Paper Summary

The study shows that in certain situations, the correlation coefficient in a multivariate normal distribution becomes normally distributed. Additionally, a close estimate for the average value is provided.

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