scientific article; zbMATH DE number 3083049
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Publication:5823902
zbMATH Open0052.14905MaRDI QIDQ5823902FDOQ5823902
Publication date: 1953
Title of this publication is not available (Why is that?)
Cited In (57)
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- Asymptotic expansion of the sample correlation coefficient under nonnormality
- Approximate optimal allocation in repeated sampling from a finite population
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
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- Statistical corrections of invalid correlation matrices
- Analysis of the linear correlation coefficient using pseudo-likelihoods
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- On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient
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- The probability integral of the sample correlation coefficient
- Sharp optimality for high-dimensional covariance testing under sparse signals
- Closed-form representations of the density function and integer moments of the sample correlation coefficient
- Inference procedures about population correlations under order restrictions
- Identifying Genes Associated with a Quantitative Trait or Quantitative Trait Locus via Selective Transcriptional Profiling
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- Statistical inference concerning several redundancy indices
- Asymptotic power of Rao's score test for independence in high dimensions
- The distribution of the sample correlation coefficient under variance-truncated normality
- Goodness-of-fit tests for \(\beta\)ARMA hydrological time series modeling
- Consistent causal inference from time series with PC algorithm and its time-aware extension
- Robust estimation and test for Pearson's correlation coefficient
- A new look at the correlation coefficient: Correlation as the difference-sum ratio of SSEs
- Large-scale correlation screening under dependence for brain functional connectivity network inference
- The confidence density for correlation
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