A NOTE ON NORMAL CORRELATION
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Publication:5774569
DOI10.1093/BIOMET/31.1-2.9zbMATH Open0021.33901OpenAlexW1978130952WikidataQ112806570 ScholiaQ112806570MaRDI QIDQ5774569FDOQ5774569
Publication date: 1939
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/31.1-2.9
Cited In (27)
- A Confidence Region Approach for Assessing Equivalence in Variability of Bioavailability
- The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry
- On direction of dependence
- Comparing the variances of two dependent variables
- Bivariate log Birnbaum–Saunders distribution
- Density of the Ratio of Two Normal Random Variables and Applications
- Robust testing procedures for scale differences in paired data
- A test of the hypothesis that Cronbach's alpha reliability coefficient is the same for two tests administered to the same sample
- A Bayesian nonparametric testing procedure for paired samples
- Sample size requirements to test the equality of raters' precision
- Forecasting by exponential smoothing, the Box and Jenkins procedure and spectral analysis. A simulation study
- A nonparametric test for paired data
- Extension of Feldt's approach to testing homogeneity of coefficients of reliability
- Confidence region approach for assessing bioequivalence and biosimilarity accounting for heterogeneity of variability
- A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals
- Comparing variances of correlated variables
- Robust tests for one or more allometric lines
- Robustness Properties of the Pitman–Morgan Test
- Estimation of variance in bivariate normal distribution after the preliminary test of homogeneity
- Comparatal dispersion, a measure of accuracy of judgment
- Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes
- Comparing the variances or robust measures of scale of two dependent variables
- Testing for the Equality of the Variance-Covariance Matrices of Two Jointly Normal Vector Variables
- The \(F\)-test of homoscedasticity for correlated normal variables
- Robust estimation and inference for bivariate line-fitting in allometry
- Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
- Multi-Aspect Procedures for Paired Data with Application to Biometric Morphing
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