scientific article; zbMATH DE number 3083049
From MaRDI portal
Publication:5823902
zbMath0052.14905MaRDI QIDQ5823902
Publication date: 1953
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more, Non-causality in bivariate binary time series, Myths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τ, Evaluating Correlation-Based Metric for Surrogate Marker Qualification within a Causal Correlation Framework, TAIL DEPENDENCE OF OLS, Ridge estimation of inverse covariance matrices from high-dimensional data, On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient, High-dimensional tests for functional networks of brain anatomic regions, Robustness and monotonicity properties of generalized correlation coefficients, Bayesian formulation of image patch matching using cross-correlation, ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS, Robustness to nonnormality of some transformations of the sample correlation coefficient, BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data, Consistent causal inference from time series with PC algorithm and its time-aware extension, Closed-form representations of the density function and integer moments of the sample correlation coefficient, Reduction of bias and skewness with applications to second order accuracy, The confidence density for correlation, Quotient correlation: a sample based alternative to Pearson's correlation, Sharp optimality for high-dimensional covariance testing under sparse signals, Stabilizing the asymptotic covariance of an estimate, Asymptotic independence of correlation coefficients with application to testing hypothesis of independence, Generalization of Fisher's z-transformation, A model-free Bayesian classifier, Asymptotic power of Rao's score test for independence in high dimensions, Simple alternatives for Box-Cox transformations, Inferences on correlation coefficients: one-sample, independent and correlated cases, Inference procedures about population correlations under order restrictions, Interval estimation for the normal correlation coefficient, Confidence intervals for the correlation coefficient, Linear latent variable models: the lava-package, A new class of spatial concentration measures, Asymptotic expansion of the sample correlation coefficient under nonnormality, Seeing the Fisher \(Z\)-transformation, Estimation and inference for dependence in multivariate data, Asymptotic distribution of the largest off-diagonal entry of correlation matrices, Analysis of the linear correlation coefficient using pseudo-likelihoods, The probability integral of the sample correlation coefficient, Statistical inference concerning several redundancy indices, Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution, Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging, A note on exact moments of arc sine correlation coefficient with the help of characteristic function, An asymptotically optimal transform of Pearson's correlation statistic, Dynamic conditional angular correlation, Identifying Genes Associated with a Quantitative Trait or Quantitative Trait Locus via Selective Transcriptional Profiling, Inferencia bayesiana sobre el coeficiente de correlacion de una poblacion normal bivariante, Improving the efficiency of genomic selection, Method for generating randomly perturbed density operators subject to different sets of constraints, Statistical Corrections of Invalid Correlation Matrices, On the fractional moments of a truncated centered multivariate normal distribution, Approximate optimal allocation in repeated sampling from a finite population, Interval Estimation for the Correlation Coefficient
