Modified \(F\) tests for assessing the multiple correlation between one spatial process and several others
From MaRDI portal
Publication:2475772
DOI10.1016/j.jspi.2007.06.022zbMath1133.62076MaRDI QIDQ2475772
Pierre Dutilleul, Bernard Pelletier, Gülhan Alpargu
Publication date: 11 March 2008
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2007.06.022
multiple correlation; sampling designs; effective sample size in \(F\) tests; model-based versus model-free estimation; spatial processes and autocovariances; validity and power of significance tests
62M30: Inference from spatial processes
62H12: Estimation in multivariate analysis
62G05: Nonparametric estimation
62H20: Measures of association (correlation, canonical correlation, etc.)
Related Items
A Note on Sufficient Conditions for Valid UnmodifiedtTesting in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data, Tests of significance for structural correlations in the linear model of coregionalization, Study of spatial relationships between two sets of variables: a nonparametric approach
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Characterization and quantification of uncertainty in coregionalization analysis
- Interpolation of spatial data. Some theory for kriging
- On methods in the analysis of profile data
- Fitting the linear model of coregionalization by generalized least squares
- Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors
- Assessing the Significance of the Correlation between Two Spatial Processes
- Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors
- A likelihood-ratio-based normal approximation for the non-null distribution of the multiple correlation coefficient
- Analysing Data from Hormone-Receptor Assays
- Sample Size Calculations for Studies with Correlated Observations
- Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors
- THE MEAN AND SECOND MOMENT COEFFICIENT OF THE MULTIPLE CORRELATION COEFFICIENT, IN SAMPLES FROM A NORMAL POPULATION
- Performance robustness analysis of Kalman filter for linear discrete-time systems under plant and noise uncertainty
- To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors
- A Note on Sufficient Conditions for Valid UnmodifiedtTesting in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data
- COMPARISON BETWEEN TREATMENTS IN A REPEATED‐MEASUREMENT DESIGN: ANOVA AND MULTIVARIATE METHODS
- Conditions Under Which Mean Square Ratios in Repeated Measurements Designs Have Exact F-Distributions
- The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
- NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, II. Effects of Inequality of Variance and of Correlation Between Errors in the Two-Way Classification
