Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population (Q578803)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population |
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Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population (English)
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1987
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Normalizing and variance stabilizing transformations of a sample correlation, multiple correlation and canonical correlation coefficients are obtained under an elliptical population. It is shown that the Fisher's z-transformation is efficient for these statistics. A normalizing transformation is also studied for a latent root of a sample covariance matrix in an elliptical sample.
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variance stabilizing transformations
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sample correlation
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multiple correlation
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canonical correlation
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elliptical population
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Fisher's z- transformation
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normalizing transformation
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latent root
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sample covariance matrix
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