scientific article; zbMATH DE number 3153624

Cited in

(51)

Normalizing and variance stabilizing transformations for intraclass correlations
Estimation of reliability and true score variance from a split of a test into three arbitrary parts
Prediction in future samples studied in terms of the gain from selection
On accuracy in reliability estimation
A multivariate model with intra-class covariance structure
Stepwise BAN estimators for exponential families with multivariate normal applications
Testing the equality of covariance matrices under intraclass correlation models
Posterior distribution for the multiple correlation coefficient with fixed regressors
The multivariate linear model with multivariate \(t\) and intra-class covariance structure
A construction of the UMVU estimator for simple quadratic natural exponential families
Empirical Bayesian estimation of normal variances and covariances
Convergence of the reach for a sequence of Gaussian-embedded manifolds
A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models
The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression
On intra-class correlation coefficient estimation
Detecting column dependence when rows are correlated and estimating the strength of the row correlation
Pivotal estimation with applications for the intraclass correlation coefficient in the balanced one-way random effects model
Multiple inflated negative binomial regression for correlated multivariate count data
An evaluation of statistical methods for aggregate patterns of replication failure
Asymptotic expansion of the sample correlation coefficient under nonnormality
Asymptotic biases in exploratory factor analysis and structural equation modeling
Statistical properties of gene-gene correlations in omics experiments
Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space
Testing for homogeneity in meta-analysis. I. The one-parameter case: standardized mean difference
How hierarchical models improve point estimates of model parameters at the individual level
Estimation of correlation for continuous semimartingales
Palindromic Bernoulli distributions
Capturing parameter risk with convex risk measures
A note on strutural distribution of the intra-class correlation coefficient
Second-order properties of intraclass correlation estimators for a symmetric normal distribution
Correlation estimation using components of Japanese candlesticks
Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis
Combined Bayesian estimates for the equicorrelation coefficient
Principal axes analysis of symbolic histogram variables
Unbiased estimator of correlation coefficient
Regression for doubly inflated multivariate Poisson distributions
On the coefficient of multiple determination in a linear regression model
Doubly inflated Poisson model using Gaussian copula
Extension of the Rank Sum Test for Clustered Data: Two‐Group Comparisons with Group Membership Defined at the Subunit Level
The Wilcoxon Signed Rank Test for Paired Comparisons of Clustered Data
Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes
The Target Parameter of Adjusted R-Squared in Fixed-Design Experiments
Effect of unequal variance on statistical tests for mixed paired and two-sample designs
A comparison of different measures of the proportion of explained variance in multiply imputed data sets
Effect sizes for experimental research
A modification to two-stage least squares with genetic applications
PLNseq: a multivariate Poisson lognormal distribution for high-throughput matched RNA-sequencing read count data
Moments of the Nonnegative Adjusted Estimator of Squared Multiple Correlation
A new method for generating random correlation matrices
From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
UMVU estimation of the ratio of powers of normal generalized variances under correlation

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