[S] asymptotic CI for correl. coeff.

[Gerrit Eichner <Gerrit.Eichner@math.uni-giessen.de>]

Dear group,

does anybody have S-Plus code for the estimation of the asymptotic
variance of pearson's correlation coefficient (as formulated, e. g., in
Serfling, "Approximation theorems of mathematical statistics", section
3.4.2, or in Ferguson, "A course in large sample theory", section 8)
and is willing to share it with me?

I'd like to compare my solution to others' solutions (because I observe
some strange numerical discrepancies between the two mentioned above).

Thanks for any contribution.

 Best regards  --  Gerrit

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  Gerrit Eichner                            Mathematical Institute of the
  gerrit.eichner@math.uni-giessen.de        Justus-Liebig-Univ. Giessen
  Tel: +49-(0)641-99-32104                  Arndtstr. 2, D-35392 Giessen
  Fax: +49-(0)641-99-32029        http://www.uni-giessen.de/AG_Stochastik
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