Displaying 1 result from an estimated 1 matches for "moment_correlation_coefficient".
2009 May 26
2
(OT) Does pearson correlation assume bivariate normality of the data?
...ests [4]? is
there a robust cor.test? other robust tests of independence?
Thank you,
Liviu
[1] http://www.nabble.com/Correlation-on-Tick-Data-tp18589474p18595197.html
[2] http://en.wikipedia.org/wiki/Correlation#Sensitivity_to_the_data_distribution
[3] http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient#Sensitivity_to_the_data_distribution
[4] http://www.burns-stat.com/pages/Tutor/bootstrap_resampling.html#permtest
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