The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio
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Publication:2692925
DOI10.1016/j.jmva.2022.105152OpenAlexW4312156974MaRDI QIDQ2692925
Publication date: 17 March 2023
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105152
Wishart distributionintraclass correlationelliptical distributionweighted hypergeometric functionstripe truncation
Measures of association (correlation, canonical correlation, etc.) (62H20) Exact distribution theory in statistics (62E15)
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- On a Correlated Variance Ratio Distribution and Its Industrial Application
- Approximations to the Distribution of the Sample Coefficient Alpha Under Nonnormality
- Asymptotic Expansions for the Moments of the Distribution of Correlation Coefficient
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