Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality

DOI10.1080/03610910500416207MaRDI QIDQ3378033zbMATH OpenOpenAlexFDO

Authors Haruhiko Ogasawara

Publication date 29 March 2006

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910500416207

zbMATH Keywords

asymptotic biasasymptotic robustnesscumulantsmultiple correlation coefficientnonnormality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05)

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Cites work

• A Tale of Two Regressions
• Asymptotic biases in exploratory factor analysis and structural equation modeling
• Asymptotic expansion of the sample correlation coefficient under nonnormality
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 3396952 (Why is no real title available?)
• On the computation of the distribution of the square of the sample multiple correlation coefficient
• On the computation of the noncentral beta distribution
• The bootstrap and Edgeworth expansion

Cited in

(8)

• A simple test for zero multiple correlation coefficient in high-dimensional normal data using random projection
• Asymptotic expansion of the sample correlation coefficient under nonnormality
• Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
• Asymptotic Expansions of the Distribution of the Estimator for the Generalized Partial Correlation Under Nonnormality
• Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology
• CLT for high-dimensional R^2 statistics under a general independent components model
• Asymptotic confidence interval for R ² in multiple linear regression
• Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality

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