Asymptotic expansions for the distributions of functions of a correlation matrix

DOI10.1016/0047-259X(79)90083-6zbMath0405.62044MaRDI QIDQ1257313

Sadanori Konishi

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90083-6

zbMATH Keywords

Asymptotic Expansions; Multivariate Normal Distribution; Arcsine Transformation; Correlation Matrix; Edgeworth Type Expansion; Fisher's Z-Transformation; Non-Null Distribution of Test Statistics; P- Variate Normal Distribution; Sample Correlation Matrix

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62F05: Asymptotic properties of parametric tests

Related Items

An approximation to the distribution of the product of two dependent correlation coefficients, Testing the equality of several intraclass correlation coefficients, Asymptotic expansion of the sample correlation coefficient under nonnormality

Cites Work

• On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
• The distribution of the determinant of correlation matrix useful in principal component analysis
• Asymptotic expansions for the distributions of statistics based on a correlation matrix
• Tests for correlation matrices
• On testing a set of correlation coefficients for equality: Some asymptotic results
• Some tests for correlation matrices
• Asymptotic Theory for Principal Component Analysis
• On Testing a Set of Correlation Coefficients for Equality
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
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