<p>Lucke (<CitationRef CitationID="CR7">2024</CitationRef><i>Am. Stat.</i>, <b>78</b>, 450–455) derived moments of the nonnegative adjusted estimator of squared multiple correlation. Nearly, all of the expressions were presented as infinite series. In this note, closed form expressions involving known special functions as well as elementary expressions are derived for the moments. Built-in routines for the special functions are available, enabling easy and accurate computations of the moments with arbitrary precision. Numerical illustrations are given.</p>

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On the Moments of the Nonnegative Adjusted Estimator of Squared Multiple Correlation

  • Saralees Nadarajah,
  • Victor Nawa

摘要

Lucke (2024Am. Stat., 78, 450–455) derived moments of the nonnegative adjusted estimator of squared multiple correlation. Nearly, all of the expressions were presented as infinite series. In this note, closed form expressions involving known special functions as well as elementary expressions are derived for the moments. Built-in routines for the special functions are available, enabling easy and accurate computations of the moments with arbitrary precision. Numerical illustrations are given.