Robustness of the Multiple Correlation Coefficient When Sampling From a Mixture of Two Multivariate Normal Populations
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Publication:4019142
DOI10.1080/03610919008812927zbMath0850.62456MaRDI QIDQ4019142
Publication date: 16 January 1993
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919008812927
62H10: Multivariate distribution of statistics
62H20: Measures of association (correlation, canonical correlation, etc.)
62F35: Robustness and adaptive procedures (parametric inference)
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Cites Work
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- On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals
- On the robustness of hotelling's T2-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
- On the distribution of hotelling's t2and multiple correlation r2when sampling from a mixture of two normals
- Generalization of Sverdrup's Lemma and its Applications to Multivariate Distribution Theory