CLT for high-dimensional \(R^2\) statistics under a general independent components model

DOI10.5705/ss.202022.0068MaRDI QIDQ6621336

Weiming Li, Shizhe Hong

Publication date: 18 October 2024

Published in: STATISTICA SINICA (Search for Journal in Brave)

zbMATH Keywords

high dimensionmultiple correlation coefficientindependent components model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• On the Sampling Distribution of the Multiple Correlation Coefficient
• Series Representation of Non Null Distribution of the Square of Sample Multiple Correlation Coefficient by Use of the Mellin Integral Transform
• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
• The general sampling distribution of the multiple correlation coefficient.
• Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares

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