Pages that link to "Item:Q1975525"

The following pages link to Inferences on correlation coefficients in some classes of nonnormal distributions (Q1975525):

Displaying 14 items.

• A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
• Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
• On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates (Q463098) (← links)
• On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
• Biases and standard errors of standardized regression coefficients (Q658145) (← links)
• Inference procedures about population correlations under order restrictions (Q670187) (← links)
• Adjusting for confounders in cross-correlation analysis: an application to resting state networks (Q721615) (← links)
• A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation (Q956985) (← links)
• Testing symmetry around a subspace (Q2062398) (← links)
• On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions (Q2259999) (← links)
• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
• Robustness Properties of the Pitman–Morgan Test (Q4414364) (← links)
• Computing the Distribution of the Squared Sample Multiple Correlation Coefficient with S-Systems (Q4416338) (← links)
• On the statistical computation of the sample multiple correlation moefficient (Q4534205) (← links)