Pages that link to "Item:Q1914224"

The following pages link to The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality (Q1914224):

Displaying 6 items.

• A sandwich-type standard error estimator of SEM models with multivariate time series (Q629182) (← links)
• Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample (Q896838) (← links)
• Compact matrix expressions for generalized Wald tests of equality of moment vectors (Q1375110) (← links)
• Asymptotic expansion of the sample correlation coefficient under nonnormality (Q2257587) (← links)
• Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
• Testing the equality of correlation matrices when sample correlation matrices are dependent (Q2370479) (← links)