A bias-correction for Cramér's V and Tschuprow's T
DOI10.1016/J.JKSS.2012.10.002zbMATH Open1294.62129OpenAlexW2090797069MaRDI QIDQ395873FDOQ395873
Authors: Wicher Bergsma
Publication date: 7 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2012.10.002
Recommendations
- On Cramer approximations under violation of Cramer's condition
- Bias and covariance of the least squares estimate in a structured errors-in-variables problem
- scientific article; zbMATH DE number 1506766
- Correction to Quadratic forms of a matric-t variate
- Accurate bidiagonal decomposition of totally positive Cauchy-Vandermonde matrices and applications
- Bias correction for alternating iterative maximum likelihood estimators
- Matrix mean squared error comparisons of some biased estimators with two biasing parameters
- Comparing some classes of bias-compensating least squares methods
- Correction to: ``On the stability and accuracy of least squares approximations
- Least-squares solutions of the matrix equation \(A^TXA=B\) over bisymmetric matrices and its optimal approximation
contingency tablechi-square testmeasure of associationbias-correctioncontingency coefficientCramer's \(V\)nominal dataTschuprow's \(T\)
Contingency tables (62H17) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
Cited In (4)
This page was built for publication: A bias-correction for Cramér's \(V\) and Tschuprow's \(T\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q395873)