Variance stabilizing transformation and studentization for estimator of correlation coefficient (Q1976501): Difference between revisions

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+Q3796553
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+Maximum likelihood estimates for a bivariate normal distribution with missing data
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+Q5770122
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+The maximum likelihood estimators in a multivariate normal distribution with \(AR(1)\) covariance structure for monotone data
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+Effects of unpaired data for estimating an interclass correlation
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+THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
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+Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data
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+The bootstrap and Edgeworth expansion
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+Q5185842
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+Normalizing transformations of some statistics in multivariate analysis
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+Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations
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+Variance stabilizing transformations, studentization and the bootstrap
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+Q3219581
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-7152(99)00158-3
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+W2041363945
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