Robustness of normal test theory for correlation coefficients is at least asymptotically ensured for bivariate distributions satisfying a linearity and a homoscedasticity condition for the null theory ...
Recurrence formulae for the density function and the probability integral of the multiple correlation coefficient from a normal sample are obtained. When the number of independent variates is odd ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback