Pages that link to "Item:Q1183136"
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The following pages link to Unbiased estimation of fourth-order matrix moments (Q1183136):
Displaying 11 items.
- Principal components on coefficient of variation matrices (Q537346) (← links)
- Unbiased estimates for moments and cumulants in linear regression (Q719484) (← links)
- Asymptotic expansions in mean and covariance structure analysis (Q1006671) (← links)
- A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
- Quadratic prediction of factor scores (Q2250691) (← links)
- Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures (Q2388957) (← links)
- Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality (Q2474240) (← links)
- Second-order accurate inference on eigenvalues of covariance and correlation matrices (Q2571814) (← links)
- Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling (Q3543735) (← links)
- Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures (Q3625319) (← links)
- Professor Heinz Neudecker and matrix differential calculus (Q6579436) (← links)
