Normalizing transformations of some statistics in multivariate analysis

DOI10.1093/BIOMET/68.3.647MaRDI QIDQ3940664zbMATH OpenOpenAlexFDO

Authors Sadanori Konishi

Publication date 1981

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/68.3.647

zbMATH Keywords

canonical correlationchi-squared distributionFisher z transformationlatent rootnormalizing transformationssample covariance matrix

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited in

(27)

• Normalizing and variance stabilizing transformations for intraclass correlations
• Effects of transformations in higher order asymptotic expansions
• On the distribution of the function of the F-matrix under an elliptical population
• Asymptotic expansions for the distribution of quadratic forms in normal variables
• Asymptotic properties of estimators of interclass correlation from familial data
• Improvements of goodness-of-fit statistics for sparse multinomials based on normalizing trans\-for\-mations
• Application of the bootstrap methods in factor analysis
• Higher order normalizing transformations of asymptotic \(U\)-statistics for removing bias, skewness and kurtosis
• Inferences on correlation coefficients in some classes of nonnormal distributions
• Variance stabilizing transformation and studentization for estimator of correlation coefficient
• On the asymptotic normality of test statistics using Song's kurtosis
• Normalizing unbiased estimating functions
• HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES
• Higher order asymptotic expansions for the distribution of the sample correlation coefficient
• A power approximation of the test of homogeneity for multinomial populations based on a normalizing transformation
• General saddlepoint approximations to distributions under an elliptical population
• Estimation for a Common Intraclass Correlation in Bivariate Normal Distributions with Missing Observations
• A FORMULA FOR NORMALIZING TRANSFORMATION OF SOME STATISTICS
• Enhancing power of score tests for regression models via Fisher transformation
• Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations
• Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS
• Normalizing transformation of Dempster type statistic in high-dimensional settings
• Asymptotic expansions for the distributions of some test statistics on multivariate analysis
• Normalising transformation of the Hill estimator
• Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality

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