References
- Anderson , T. W. 1984 . An Introduction to Multivariate Statistical Analysis. , 2nd ed. , New York : John Wiley & Sons, Inc .
- Cramer , J. S. 1987 . Mean and variance of R 2 in small and moderate samples . J. Econometrics , 35 : 253 – 266 .
- Edwards , J. B. 1969 . The relation between the F test and R -2 . Amer. Statist. , 23 : 28
- Ezekiel , M. 1930 . Methods of Correlation Analysis , New York : John Wiley & Sons, Inc .
- Fisher , R. A. 1928 . The general sampling distribution of the multiple correlation coefficient . Proc. Roy. Soc. London A , 121 : 654 – 673 .
- Haitovsky , Y. 1969 . A note on the maximization of R -2 . Amer. Statistician , 23 : 20 – 21 .
- Hoeffding , W. 1984 . Range preserving unbiased estimators in the multinomial case . J. Amer. Statist. Assoc. , 79 : 712 – 714 .
- Keating , J. P. and Mason , R. L. 1988 . James-Stein estimation from an alternative perspective . The Amer. Statistician , 42 : 160 – 164 .
- Keating , J. P. , Mason , R. L. and Sen , P. K. 1993 . Pitman's Measure of Closeness , Philadelphia : Society for Industrial and Applied Mathematics .
- Kennard , R. W. 1971 . A note on the Cp statistic . Technometrics , 13 : 899 – 900 .
- Kumar , M. and Srivastava , V. K. 2004 . Pitman nearness and concentration probability comparisons of the sample coefficient of determination and its adjusted version in linear regression models . Commun. Statist. , 33A ( 7 ) : 1629 – 1641 .
- Pitman , E. J. G. 1937 . Closest estimates of statistical parameters . Proc. Cambridge Philosophic. Soc. , 33 : 212 – 222 .
- Sen , P. K. 1986 . Are BAN estimators the Pitman-closest ones too? . Sankhyã , 48 : 51 – 58 .
- Sen , K. and Singer , P. J.M. 1993 . Large Sample Methods in Statistics , New York : Chapman and Hall .
- Rao , C. R. 1981 . “ Some comments on the minimum mean square error as a criterion of estimation. ” . In Statistics and Related Topics , 123 – 143 . Amsterdam : North Holland .
- Wishart , J. 1931 . The mean and second moment coefficient of the multiple correlation coefficient, in samples from a normal distribution . Biometrika , 22 : 353 – 367 .