Robustness of the sample correlation -- the bivariate lognormal case.

Lai, C.D., Rayner, J.C.W., and Hutchinson, T.P.. "Robustness of the sample correlation -- the bivariate lognormal case.." Journal of Applied Mathematics and Decision Sciences 3.1 (1999): 7-19. <http://eudml.org/doc/120049>.

@article{Lai1999,
author = {Lai, C.D., Rayner, J.C.W., Hutchinson, T.P.},
journal = {Journal of Applied Mathematics and Decision Sciences},
keywords = {asymptotic expansion; correlation coefficients; cumulant ratio; nonnormal; sample correlation; bivariate lognormal; bias},
language = {eng},
number = {1},
pages = {7-19},
publisher = {Hindawi Publishing Corporation, New York},
title = {Robustness of the sample correlation -- the bivariate lognormal case.},
url = {http://eudml.org/doc/120049},
volume = {3},
year = {1999},
}

TY - JOUR
AU - Lai, C.D.
AU - Rayner, J.C.W.
AU - Hutchinson, T.P.
TI - Robustness of the sample correlation -- the bivariate lognormal case.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 1999
PB - Hindawi Publishing Corporation, New York
VL - 3
IS - 1
SP - 7
EP - 19
LA - eng
KW - asymptotic expansion; correlation coefficients; cumulant ratio; nonnormal; sample correlation; bivariate lognormal; bias
UR - http://eudml.org/doc/120049
ER -