Joint distribution of z transformations estimated from the same sample.
When correlations are estimated by maximum likelihood method from the same sample, Fisher's z transformations of the correlations (as well as the sample correlations themselves) are shown to be asymptotically distributed as multivariate normal with appropriate mean and dispersion matrix.
D005828:Genetics, Population; D006801:Humans; D008433:Mathematics; D012494:Sampling Studies; D013223:Statistics as Topic; D014170:Transformation, Genetic