The following pages link to (Q5748664):
Displaying 14 items.
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance (Q146217) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Asymptotics of the sample coefficient of variation and the sample dispersion (Q1039473) (← links)
- Martingale approximation of eigenvalues for common factor representation (Q1933731) (← links)
- Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample (Q2015067) (← links)
- Asymptotic behaviour of the empirical distance covariance for dependent data (Q2135206) (← links)
- Asymptotic normality of the sample mean and covariances of evanescent fields in noise (Q2426735) (← links)
- Asymptotic distribution of vector variance standardized variable without duplication (Q2928942) (← links)
- The coefficient of variation asymptotic distribution in the case of non-iid random variables (Q3183862) (← links)
- (Q3696324) (← links)
- Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution (Q4311484) (← links)
- Sample Covariance Matrices of Heavy-Tailed Distributions (Q4619459) (← links)
- Stochastic analysis of covariance when the error distribution is long-tailed symmetric (Q5138137) (← links)
- Asymptotically distribution‐free methods for the analysis of covariance structures (Q5186574) (← links)
