A likelihood-ratio-based normal approximation for the non-null distribution of the multiple correlation coefficient

DOI10.1080/03610918308812323zbMath0512.62027MaRDI QIDQ3657204

Govind S. Mudholkar, Panagis G. Moschopoulos

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1080/03610918308812323

zbMATH Keywords

tables; hypergeometric functions; asymptotic expansions; Gaussian approximation; multivariate normal; transformation to normality; cumulants of multiple correlation; likelihood-ratio-based normal approximation; logarithm of likelihood ratio statistic; non-null distribution of multiple correlation coefficient; Wilson and Hilferty transformation

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H20: Measures of association (correlation, canonical correlation, etc.)

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Cites Work

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