. There is a book from Lehmann about this
("Nonparametrics")
> Date: Sun, 20 May 2007 23:03:26 -0400> From: [EMAIL PROTECTED]> To:
> r-help@stat.math.ethz.ch> CC: [EMAIL PROTECTED]> Subject: [R] Sample
> correlation coefficient question NOT R question> > This
This is a statistics question not an R question. When calculating the
sample correlation coefficient cor(x_t,y_t) between say
two variables, x_t and y_t t=1,.n ( one can assume that the
variables are in time but I don't think this really matters
for the question ), does someone know where I can