| Title | Confidence intervals for the normal multiple correlation |
| Publication Type | Journal Article |
| Year of Publication | 2015 |
| Authors | Withers, C.S., and Nadarajah S. |
| Journal | Communications in Statistics: Simulation and Computation |
| Volume | 44 |
| Issue | 8 |
| Pagination | 2003 - 2022 |
| Date Published | 2015 |
| ISSN | 03610918 (ISSN) |
| Keywords | Asymptotic expansion, confidence interval, Cornish-Fisher, Multiple correlation, Small samples, Statistics |
| Abstract | Improved confidence intervals are given for the normal multiple correlation. These are based on Cornish-Fisher and "small sample" asymptotic expansions for the distribution, quantiles, and density of p and tanh-1p for p the multiple correlation for a sample from a normal population. Copyright © 2015 Taylor & Francis Group, LLC. |
| URL | http://www.scopus.com/inward/record.url?eid=2-s2.0-84929180118&partnerID=40&md5=946ce26c8a2957e584d9b60dbb03f51e |
| DOI | 10.1080/03610918.2013.835406 |
