Is Pearson Sample Correlation Coefficient Always Feasible To Test For Correlations ?

碩士 === 國立清華大學 === 計量財務金融學系 === 104 === This paper re-examines the limiting distribution of the conventional Pearson sample cross- correlation coefficients (

Bibliographic Details
Main Authors: Lee, Wan Yi, 李宛懌
Other Authors: Wang, Cindy Shin-Huei
Format: Others
Language:en_US
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/43295031226491363248
Description
Summary:碩士 === 國立清華大學 === 計量財務金融學系 === 104 === This paper re-examines the limiting distribution of the conventional Pearson sample cross- correlation coefficients (