The following pages link to (Q4148679):
Displaying 14 items.
- Multivariate meta-analysis: contributions of Ingram Olkin (Q449772) (← links)
- Multiple testing and error control in Gaussian graphical model selection (Q449776) (← links)
- Inference about comparative precision in linear structural relationships (Q579804) (← links)
- The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior (Q748206) (← links)
- On the treatment of correlation structures as covariance structures (Q918092) (← links)
- Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented (Q1074274) (← links)
- The asymptotic covariance matrix of sample correlation coefficients under general conditions (Q1081247) (← links)
- Testing the equality of several intraclass correlation coefficients (Q1116590) (← links)
- Stepwise test procedures and approximate chi-square analysis (Q1144874) (← links)
- The asymptotic distribution of commonality components (Q1162769) (← links)
- Statistical dependency as a measure to evaluate Markov properties of stochastic point processes (Q1215370) (← links)
- Asymptotic expansions for the distributions of functions of a correlation matrix (Q1257313) (← links)
- Asymptotic expansion of the sample correlation coefficient under nonnormality (Q2257587) (← links)
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798) (← links)
