Pages that link to "Item:Q5876887"
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The following pages link to Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes (Q5876887):
Displaying 9 items.
- Bayes factors for testing order-constrained hypotheses on correlations (Q118335) (← links)
- Some asymptotic results for fiducial and confidence distributions (Q1698254) (← links)
- Correlations between random projections and the bivariate normal (Q2036781) (← links)
- Dynamic conditional angular correlation (Q2305980) (← links)
- Covariate and Newton-Raphson adjustments for a normal correlation coefficient when the variances are known (Q2439632) (← links)
- Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes (Q5056962) (← links)
- Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion (Q5066447) (← links)
- Measures of biomarker dependence using a copula-based multivariate epsilon–skew–normal family of distributions (Q5130383) (← links)
- <b>Tarpey, T., Ogden, R. T., Petkova, E., and Christensen R. (2014), “A Paradoxical Result in Estimating Regression Coefficients,”<i>The American Statistician</i>, 68, 271–276 (this issue): Comment by Peng Ding</b> (Q5877685) (← links)
