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Communications in Statistics - Simulation and Computation Volume 35, 2006 - Issue 1
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Multivariate Analysis

Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality

Haruhiko Ogasawara Department of Information and Management Science, Otaru University of Commerce, Midori, Otaru, JapanCorrespondence[email protected]
Pages 177-199 | Received 22 Apr 2005, Accepted 07 Sep 2005, Published online: 15 Feb 2007

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Dariush Najarzadeh. (2022) Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology. Journal of Applied Statistics 49:1, pages 64-85.
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Articles from other publishers (6)

Dariush Najarzadeh. (2020) A simple test for zero multiple correlation coefficient in high-dimensional normal data using random projection. Computational Statistics & Data Analysis 148, pages 106955.
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S. Zheng, D. Jiang, Z. Bai & X. He. (2014) Inference on multiple correlation coefficients with moderately high dimensional data. Biometrika 101:3, pages 748-754.
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Peter M. Robinson & Francesca Rossi. (2014) Improved Lagrange multiplier tests in spatial autoregressions. The Econometrics Journal 17:1, pages 139-164.
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Haruhiko Ogasawara. 2012. 163 200 .
Robert J. Boik. 2011. Philosophy of Statistics. Philosophy of Statistics 1027 1071 .
Haruhiko Ogasawara. (2008) Asymptotic Expansions of the Distribution of the Estimator for the Generalized Partial Correlation Under Nonnormality. Behaviormetrika 35:1, pages 15-33.
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