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Distribution-free properties of some asymptotic cumulants for the Mallows Cp and its modifications

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  • Ogasawara, Haruhiko

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  • Ogasawara, Haruhiko, 2015. "Distribution-free properties of some asymptotic cumulants for the Mallows Cp and its modifications," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) 10252/5499, Otaru University of Commerce.
    • Handle: RePEc:ota:busdis:10252/5499
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    References listed on IDEAS

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    1. Yanagihara, Hirokazu & Satoh, Kenichi, 2010. "An unbiased Cp criterion for multivariate ridge regression," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1226-1238, May.
    2. Ogasawara, Haruhiko, 2006. "Asymptotic expansion of the sample correlation coefficient under nonnormality," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 891-910, February.
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