Series Representation of Non Null Distribution of the Square of Sample Multiple Correlation Coefficient by Use of the Mellin Integral Transform

DOI10.1081/STA-200052122zbMath1062.62023MaRDI QIDQ4678845

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Publication date: 23 May 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

incomplete beta functionprobability density functioncumulative distribution functionCauchy's residue theorem

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Exact distribution theory in statistics (62E15) Integral transforms, operational calculus (44A99)

Related Items (1)

A simple test for zero multiple correlation coefficient in high-dimensional normal data using random projection

Cites Work

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• On the computation of the distribution of the square of the sample multiple correlation coefficient
• A likelihood-ratio-based normal approximation for the non-null distribution of the multiple correlation coefficient
• A simple derivation of the distribution of the multiple correlation coefficient
• On the Sampling Distribution of the Multiple Correlation Coefficient

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