A new test for correlation on bivariate Nonnormal Distributions
A new method to conduct a right-tailed test for the correlation on bivariate non-normal distribution is proposed. The comparative simulation study shows that the new test controls the type I error rates well for all the distributions considered. An investigation of the power performance is also provided.
Journal of Modern Applied Statistical Methods
Digital Object Identifier (DOI)
Wang, & Sa, P. (2016). A New Test for Correlation on Bivariate Nonnormal Distributions. Journal of Modern Applied Statistical Methods, 15(2), 238–272. https://doi.org/10.22237/jmasm/1478002560