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

Saralees Nadarajah () and Victor Nawa ()
Additional contact information
Saralees Nadarajah: University of Manchester
Victor Nawa: University of Zambia

Sankhya A: The Indian Journal of Statistics, 2025, vol. 87, issue 2, No 6, 404-425

Abstract: Abstract 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.

Keywords: Appell function of the third kind; Gauss hypergeometric function; Special functions; 62E99 (search for similar items in EconPapers)
Date: 2025
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s13171-025-00407-8 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sankha:v:87:y:2025:i:2:d:10.1007_s13171-025-00407-8

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/13171

DOI: 10.1007/s13171-025-00407-8

Access Statistics for this article

Sankhya A: The Indian Journal of Statistics is currently edited by Dipak Dey

More articles in Sankhya A: The Indian Journal of Statistics from Springer, Indian Statistical Institute
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().