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On The Sampling Behaviour Of The Covariability Coefficient

Author

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  • Abrahamse, A. P. J.

Abstract

The asymptotic variance of the covariability coefficient c is derived, using the so-called S method and the extent to which it approximates the small sample variance is examined for some particular cases by means of Monte Carlo simulation.

Suggested Citation

  • Abrahamse, A. P. J., 1986. "On The Sampling Behaviour Of The Covariability Coefficient," Econometric Institute Archives 272349, Erasmus University Rotterdam.
    • Handle: RePEc:ags:eureia:272349
    DOI: 10.22004/ag.econ.272349
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    References listed on IDEAS

    as
    1. Abrahamse, A. P. J. & Lammerts van Bueren, W. M., 1980. "Looking At Multiway Tables," Econometric Institute Archives 272206, Erasmus University Rotterdam.
    2. Abrahamse, A. P. J. & Lammerts van Bueren, W. M., 1979. "LOOKING AT MULTIWAY TABLES a simple tool for measuring and analizing dependence," Econometric Institute Archives 272198, Erasmus University Rotterdam.
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