Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
type: Item
instance of: scholarly article
title: Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
zbMATH Open document ID: 0624.62049
DOI: 10.1007/BF02491469
author: Takesi Hayakawa
published in: Annals of the Institute of Statistical Mathematics
publication date: 1987-01-01T00:00:00Z
review text: Normalizing and variance stabilizing transformations of a sample correlation, multiple correlation and canonical correlation coefficients are obtained under an elliptical population. It is shown that the Fisher's z-transformation is efficient for these statistics. A normalizing transformation is also studied for a latent root of a sample covariance matrix in an elliptical sample.
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 4013774
zbMATH Keywords: variance stabilizing transformations
zbMATH Keywords: sample correlation
zbMATH Keywords: multiple correlation
zbMATH Keywords: canonical correlation
zbMATH Keywords: elliptical population
zbMATH Keywords: Fisher's z- transformation
zbMATH Keywords: normalizing transformation
zbMATH Keywords: latent root
zbMATH Keywords: sample covariance matrix
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02491469
OpenAlex ID: W2024659012
description: scientific article; zbMATH DE number 4013774