Inferences on Correlation Coefficients in Some Classes of Nonnormal Distributions

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On normal theory based inference for multilevel models with distributional violations (2002, result): “Similar results also hold for some special skewed pseudo-elliptical distributions ( Yuan & Bentler, 1999a, 1999b, 2000 ).”
Mardia's Multivariate Kurtosis with Missing Data (2004, background): “Similarly, skewness does not influence the asymptotic distributions of the commonly used sample correlation coefficients (Yuan & Bentler, 2000).”
Evaluating latent and observed factors in macroeconomics and finance (2006, methodology): “…3 A random vector Y is said to have an elliptical distribution if its density is of the form cjO À1=2 jgðy 0 O À1 yÞ for some constant c, positive-definite matrix O; and nonnegative function g. correlations for non-elliptical distributions can be obtained using results in Yuan and Bentler (2000).”
On robusiness of the normal-theory based asymptotic distributions of three reliability coefficient estimates (2002, background): “As discussed in Yuan and Bentler (2000) , for a given random vector u = (Ul .....”
Comparing the Pearson and Spearman correlation coefficients across distributions and sample sizes: A tutorial using simulations and empirical data. (2016, methodology): “These observations are consistent with theory showing that the standard deviation of r p is proportional to the kurtosis of the variables (Yuan & Bentler, 2000).”