Pages that link to "Item:Q1059953"
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The following pages link to A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients (Q1059953):
Displayed 9 items.
- On the distribution of the maximum likelihood estimator of Cronbach's alpha (Q93905) (← links)
- A solution to the multivariate behrens-fisher problem (Q116796) (← links)
- The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior (Q748206) (← links)
- The asymptotic variance matrix of the sample correlation matrix (Q753330) (← links)
- On the treatment of correlation structures as covariance structures (Q918092) (← links)
- The asymptotic covariance matrix of sample correlation coefficients under general conditions (Q1081247) (← links)
- Tests for equality of parameter matrices in two multivariate linear models (Q1364665) (← links)
- Asymptotic expansion of the sample correlation coefficient under nonnormality (Q2257587) (← links)
- Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)