A Note on Sufficient Conditions for Valid UnmodifiedtTesting in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data

DOI10.1080/03610920701648714zbMath1318.62195OpenAlexW2084083455MaRDI QIDQ5450540

Pierre Dutilleul

Publication date: 12 March 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701648714

zbMATH Keywords

sphericityeffective sample sizecircularitybivariate correlationcompound symmetryunmodified vs. modified \(t\) tests of significancevariance-covariance matrices and structures

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

Tests of significance for structural correlations in the linear model of coregionalization ⋮ Modified \(F\) tests for assessing the multiple correlation between one spatial process and several others

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Modified \(F\) tests for assessing the multiple correlation between one spatial process and several others
• Statistical Methods for Spatial Data Analysis
• Assessing the Significance of the Correlation between Two Spatial Processes
• Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors
• Analysis of Repeated Measures
• To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors
• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• COMPARISON BETWEEN TREATMENTS IN A REPEATED‐MEASUREMENT DESIGN: ANOVA AND MULTIVARIATE METHODS
• Conditions Under Which Mean Square Ratios in Repeated Measurements Designs Have Exact F-Distributions
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, II. Effects of Inequality of Variance and of Correlation Between Errors in the Two-Way Classification

This page was built for publication: A Note on Sufficient Conditions for Valid UnmodifiedtTesting in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data