A likelihood-ratio-based normal approximation for the non-null distribution of the multiple correlation coefficient

DOI10.1080/03610918308812323zbMath0512.62027OpenAlexW2047626094MaRDI QIDQ3657204

Govind S. Mudholkar, Panagis G. Moschopoulos

Publication date: 1983

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918308812323

zbMATH Keywords

tableshypergeometric functionsasymptotic expansionsGaussian approximationmultivariate normaltransformation to normalitycumulants of multiple correlationlikelihood-ratio-based normal approximationlogarithm of likelihood ratio statisticnon-null distribution of multiple correlation coefficientWilson and Hilferty transformation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (5)

On a data based power transformation for reducing skewness ⋮ Modified \(F\) tests for assessing the multiple correlation between one spatial process and several others ⋮ The Distribution of Family Sizes Under a Time-Homogeneous Birth and Death Process ⋮ Series Representation of Non Null Distribution of the Square of Sample Multiple Correlation Coefficient by Use of the Mellin Integral Transform ⋮ Unnamed Item

Cites Work

• Unnamed Item
• The special functions and their approximations. Vol. I, II
• THE DISTRIBUTION OF THE INDEX IN A NORMAL BIVARIATE POPULATION
• The Distribution of Chi-Square

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