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Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology

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So called multiple correlation coefficient (MCC) is a measure of linear relationship between a given variable and set of covariates. In the multiple correlation and regression analysis, it is commo... Click to show full abstract

So called multiple correlation coefficient (MCC) is a measure of linear relationship between a given variable and set of covariates. In the multiple correlation and regression analysis, it is commo...

Keywords: conservative confidence; methodology; correlation coefficient; multiple correlation

Journal Title: Journal of Applied Statistics
Year Published: 2020

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