Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
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Normalizing and variance stabilizing transformations of a sample correlation, multiple correlation and canonical correlation coefficients are obtained under an elliptical population. It is shown that the Fisher's z-transformation is efficient for these statistics. A normalizing transformation is also studied for a latent root of a sample covariance matrix in an elliptical sample.
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Cites work
- An approximation to the distribution of the sample correlation coefficient
- Asymptotic distribution of the sample roots for a nonnormal population
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
- Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
- Asymptotic expansions for the distributions of the sample roots under nonnormality
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- scientific article; zbMATH DE number 3567775 (Why is no real title available?)
- Normalizing and variance stabilizing transformations for intraclass correlations
- Normalizing transformations of some statistics in multivariate analysis
- On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals
- On the validity of the formal Edgeworth expansion
- TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS
Cited in
(14)- Normalizing and variance stabilizing transformations for intraclass correlations
- On the distribution of the function of the F-matrix under an elliptical population
- Asymptotic expansions for the distribution of quadratic forms in normal variables
- Perturbation inequalities and confidence sets for functions of a scatter matrix.
- Computer algebra application to the distribution of sample correlation coefficient
- Inferences on correlation coefficients in some classes of nonnormal distributions
- Variance stabilizing transformation and studentization for estimator of correlation coefficient
- On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
- scientific article; zbMATH DE number 3928103 (Why is no real title available?)
- scientific article; zbMATH DE number 4024507 (Why is no real title available?)
- General saddlepoint approximations to distributions under an elliptical population
- A FORMULA FOR NORMALIZING TRANSFORMATION OF SOME STATISTICS
- The effects on the distributions of sample canonical correlations under nonnormality
- Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
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