I used Pearson's product-moment correlation coefficient, what paper do I cite?

If there is a need to describe why the Pearson correlation coefficient is used instead of other indices, then a publication that does a comparison study will be desirable. For example I may cite the example below for that purpose.

"Correlations between variables can be measured with the use of different indices (coefficients). The three most popular are: Pearson’s coefficient, Spearman’s rho coefficient, and Kendall’s tau coefficient Hauke, J., & Kossowski, T. (2011)

Pearson's sample correlation statistic is sufficiently well-known in statistics that it would be acceptable to use it without citation. If you would like to include a citation, a good one is Rodgers and Nicewander (1988), which gives historical information on this statistic, and thirteen different interpretations of the statistic. This is a nice reference for most readers, since it gives them a range of possible interpretations.

In the case of general knowledge like this, it is often better to use some suitable reference (book/paper explaining the term/method you use in modern language) rather than chase perfect original prehistoric reference. You just want to make sure that reader knows what do you mean by the Pearson's R.

For this one, I would follow: http://citebay.com/how-to-cite/pearson-correlation/