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.
Wang, Ping and Sa, Ping
"A New Test for Correlation on Bivariate Nonnormal Distributions,"
Journal of Modern Applied Statistical Methods: Vol. 15
, Article 18.
Available at: http://digitalcommons.wayne.edu/jmasm/vol15/iss2/18