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econ.EM2026
The Generalized Fisher Transformation: Finite-Sample Properties and Inference
Ilya Archakov, Peter Reinhard Hansen
We study the finite-sample behavior of the Generalized Fisher Transformation (GFT), the parametrization of a correlation matrix by . The GFT coo…
econ.EM2026
A Robust Similarity Estimator
Ilya Archakov
We analyze a measure of statistical association based on the similarity of the outcomes of random variables, in both sign and magnitude. Motivated by its attractive properties, we…