A Monte-Carlo Study of Asymptotically Robust Tests for Correlation Coefficients
相关系数渐近稳健检验的蒙特卡洛研究
Monte-Carlo simulation is used to compare the small-sample performance of the usual normal theory procedures for inference about correlation coefficients with that of two asymptotically robust procedures, one of which is based on a grouping of the observations and the other on the jackknife technique. The sampled distributions comprise the normal and five nonnormal distributions. The small-sample results support the conclusion based on asymptotic theory that the normal test…