Confidence Intervals for the Normal Multiple Correlation

DOI10.1080/03610918.2013.835406MaRDI QIDQ5265820zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 29 July 2015

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

Full work available at URL https://doi.org/10.1080/03610918.2013.835406

zbMATH Keywords

Cornish-Fishermultiple correlation normal

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• A note on the estimation of the level of predictive precision of a fitted linear equation
• A simple expression for the multivariate Hermite polynomials
• Confidence intervals for the correlation from a bivariate normal
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• Exact interval estimation, power calculation, and sample size determination in normal correlation analysis
• On the Interpretation and Use of R 2 in Regression Analysis
• Shortest two-tailed confidence intervals
• The asymptotic distribution of commonality components
• The distribution and quantiles of a function of parameter estimates
• The distribution of the sample correlation from a complex normal
• Tilted Edgeworth expansions for asymptotically normal vectors

Cited in

(9)

• Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology
• Confidence intervals for the correlation from a bivariate normal
• Confidence interval estimation of a common correlation coefficient
• Confidence intervals for the correlation coefficient
• scientific article; zbMATH DE number 3938283 (Why is no real title available?)
• scientific article; zbMATH DE number 1069277 (Why is no real title available?)
• Interval estimation for the normal correlation coefficient
• Exact interval estimation, power calculation, and sample size determination in normal correlation analysis
• Inference on multiple correlation coefficients with moderately high dimensional data

Describes a project that uses

Uses Software

• R

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