Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
DOI10.1007/BF02491469zbMATH Open0624.62049OpenAlexW2024659012MaRDI QIDQ578803FDOQ578803
Publication date: 1987
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02491469
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canonical correlationsample covariance matrixsample correlationelliptical populationFisher's z- transformationlatent rootmultiple correlationnormalizing transformationvariance stabilizing transformations
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- On the validity of the formal Edgeworth expansion
- 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
- Title not available (Why is that?)
- Normalizing and variance stabilizing transformations for intraclass correlations
- TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS
- On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals
- Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
- Title not available (Why is that?)
- Asymptotic expansions for the distributions of the sample roots under nonnormality
- Normalizing transformations of some statistics in multivariate analysis
- Asymptotic distribution of the sample roots for a nonnormal population
- Title not available (Why is that?)
- An approximation to the distribution of the sample correlation coefficient
Cited In (14)
- The effects on the distributions of sample canonical correlations under nonnormality
- Title not available (Why is that?)
- Variance stabilizing transformation and studentization for estimator of correlation coefficient
- General saddlepoint approximations to distributions under an elliptical population
- Perturbation inequalities and confidence sets for functions of a scatter matrix.
- 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
- Title not available (Why is that?)
- On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
- Computer algebra application to the distribution of sample correlation coefficient
- Normalizing and variance stabilizing transformations for intraclass correlations
- Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
- Inferences on correlation coefficients in some classes of nonnormal distributions
- A FORMULA FOR NORMALIZING TRANSFORMATION OF SOME STATISTICS
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