Pages that link to "Item:Q753330"

The following pages link to The asymptotic variance matrix of the sample correlation matrix (Q753330):

Displaying 17 items.

• Principal loading analysis (Q82192) (← links)
• 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)
• The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix (Q1126103) (← links)
• A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
• Tensor products and statistics (Q1338501) (← links)
• Compact matrix expressions for generalized Wald tests of equality of moment vectors (Q1375110) (← links)
• Approximations to the distribution of the sample correlation matrix (Q1400011) (← links)
• The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality (Q1914224) (← links)
• Regression based thresholds in principal loading analysis (Q2101461) (← links)
• High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Asymptotic expansion of the sample correlation coefficient under nonnormality (Q2257587) (← links)
• Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
• A note on the estimator of the alpha coefficient for standardized variables under normality (Q2260050) (← links)
• On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes (Q2316342) (← links)
• Spectral Bayesian network theory (Q6173923) (← links)