On the computation of the distribution of the square of the sample multiple correlation coefficient
From MaRDI portal
Publication:671334
DOI10.1016/0167-9473(96)00002-3zbMath0875.65123OpenAlexW2065534601MaRDI QIDQ671334
Publication date: 27 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(96)00002-3
Newton's methodQuantileGamma functionError boundCentral beta distributionMultiple correlation coefficientNoncentral beta distributionSeries representation
Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)
Related Items
On the statistical computation of the sample multiple correlation moefficient ⋮ A simple test for zero multiple correlation coefficient in high-dimensional normal data using random projection ⋮ Series Representation of Non Null Distribution of the Square of Sample Multiple Correlation Coefficient by Use of the Mellin Integral Transform ⋮ Computing the Distribution of the Squared Sample Multiple Correlation Coefficient with S-Systems ⋮ Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality ⋮ An efficient algorithm for computing quantiles of the noncentral chi-squared distribution.
Cites Work