Cover Image

Asymptotic Properties of Matthews Correlation Coefficient

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Itaya, Yuki, Tamura, Jun, Hayashi, Kenichi, Yamamoto, Kouji
Format:	Preprint
Published:	2024
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Statistical Inference of the Matthews Correlation Coefficient for Multiclass Classification
by: Tamura, Jun, et al.
Published: (2025)

Asymptotic Properties of Matthews Correlation Coefficient
by: Yuki Itaya, et al.
Published: (2024)

Robust Estimation of Item Parameters via Divergence Measures in Item Response Theory
by: Itaya, Yuki, et al.
Published: (2025)

Optimal Bayesian predictive probability for delayed response in single-arm clinical trials with binary efficacy outcome
by: Yoshimoto, Takuya, et al.
Published: (2024)

On a class of binary regression models and their robust estimation
by: Hayashi, Kenichi, et al.
Published: (2025)

A Bayesian Treatment Selection Design for Phase II Randomised Cancer Clinical Trials
by: Komaki, Moka, et al.
Published: (2025)

A Direct Variance Estimation (DiVE) for Meta-Analysis of Median Differences
by: Okuda, Tadahisa, et al.
Published: (2026)

Asymptotic Standard Errors for Reliability Coefficients in Item Response Theory
by: Sung, Youjin, et al.
Published: (2025)

The Prevalence of Misreporting and Misinterpreting Correlation Coefficients in Biomedical Literature
by: Xu, Jiayang, et al.
Published: (2025)

A generalized ordinal quasi-symmetry model and its separability for analyzing multi-way tables
by: Okahara, Hisaya, et al.
Published: (2024)

Modeling asymmetry in multi-way contingency tables with ordinal categories via f-divergence
by: Okahara, Hisaya, et al.
Published: (2024)

Visualization for departures from symmetry with the power-divergence-type measure in two-way contingency tables
by: Urasaki, Wataru, et al.
Published: (2024)

Asymptotic Inference for Rank Correlations
by: Pohle, Marc-Oliver, et al.
Published: (2025)

A Directional Measure of Marginal Inhomogeneity for Square Contingency Tables using Discrete-time hazard
by: Tamura, Jun, et al.
Published: (2025)

A New Multiple Correlation Coefficient without Specifying the Dependent Variable
by: Yang, Kai, et al.
Published: (2025)

Intra-Class Correlation Coefficient Ignorable Clustered Randomized Trials for Detecting Treatment Effect Heterogeneity
by: Yang, Chen, et al.
Published: (2025)

Beyond Point Estimates: Toward Proper Statistical Inferencing and Reporting of Intraclass Correlation Coefficients
by: Liu, Yufeng, et al.
Published: (2026)

Applying Non-negative Matrix Factorization with Covariates to the Longitudinal Data as Growth Curve Model
by: Satoh, Kenichi
Published: (2024)

NMF-FFB: Non-negative matrix factorization with feedforward-feedback structure
by: Satoh, Kenichi
Published: (2025)

Applying non-negative matrix factorization with covariates to multivariate time series data as a vector autoregression model
by: Satoh, Kenichi
Published: (2025)

Comparing the Pearson and Spearman Correlation Coefficients Across Distributions and Sample Sizes: A Tutorial Using Simulations and Empirical Data
by: de Winter, J. C. F., et al.
Published: (2024)

Asymptotically Optimal Sequential Multiple Testing Procedures for Correlated Normal
by: Dey, Monitirtha, et al.
Published: (2023)

Wild Bootstrap Inference for Non-Negative Matrix Factorization with Random Effects
by: Satoh, Kenichi
Published: (2026)

Applying non-negative matrix factorization with covariates to label matrix for classification
by: Satoh, Kenichi
Published: (2025)

Robust Bayesian Modeling with Adaptive Posterior FDR Control for Large-Scale Data
by: Hayashi, Yoshiko
Published: (2024)

Parsimonious Compactly Supported Covariance Models in the Gauss Hypergeometric Class: Identifiability, Reparameterizations, and Asymptotic Properties
by: Bevilacqua, Moreno, et al.
Published: (2025)

Asymptotic Validity and Finite-Sample Properties of Approximate Randomization Tests
by: Toulis, Panos
Published: (2019)

A Functional Coefficients Network Autoregressive Model
by: Yin, Hang, et al.
Published: (2024)

Bayesian Estimation of Cohort-Time-Stratum Specific Effects in Staggered Difference-in-Differences
by: Chib, Siddhartha, et al.
Published: (2025)

Robust local empirical Bayes correction for Bayesian modeling
by: Hayashi, Yoshiko
Published: (2025)

On Inference of Weitzman Overlapping Coefficient in Two Weibull Distributions
by: Eidous, Omar, et al.
Published: (2024)

Robust High-Dimensional Time-Varying Coefficient Estimation
by: Shin, Minseok, et al.
Published: (2023)

Sparse-Smooth Spatially Varying Coefficient Quantile Regression
by: Jian, Hou, et al.
Published: (2025)

Multiscale Comparison of Nonparametric Trending Coefficients
by: Khismatullina, Marina, et al.
Published: (2025)

Divergence-based Robust Generalised Bayesian Inference for Directional Data via von Mises-Fisher models
by: Nakagawa, Tomoyuki, et al.
Published: (2025)

High-Dimensional Time-Varying Coefficient Estimation in Diffusion Models
by: Kim, Donggyu, et al.
Published: (2022)

Testing for Coefficient Randomness in Local-to-Unity Autoregressions
by: Nishi, Mikihito
Published: (2023)

The Effect of Omitted Variables on the Sign of Regression Coefficients
by: Masten, Matthew A., et al.
Published: (2022)

Bayesian Nonparametric Modeling for Multivariate Conditional Copula Regression with Varying Coefficients
by: Jeong, Yujin, et al.
Published: (2026)

Probability Weighted Clustered Coefficients Regression Models in Complex Survey Sampling
by: Gang, Mingjun, et al.
Published: (2022)