Asymptotic expansions for the distributions of functions of a correlation matrix

DOI10.1016/0047-259X(79)90083-6MaRDI QIDQ1257313zbMATH OpenOpenAlexFDO

Authors 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

Arcsine TransformationAsymptotic ExpansionsCorrelation MatrixEdgeworth Type ExpansionFisher's Z-TransformationMultivariate Normal DistributionNon-Null Distribution of Test StatisticsP- Variate Normal DistributionSample Correlation Matrix

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Multivariate distribution of statistics (62H10)

Cites work

• Asymptotic expansions for the distributions of statistics based on a correlation matrix
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• On Testing a Set of Correlation Coefficients for Equality
• On testing a set of correlation coefficients for equality: Some asymptotic results
• On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
• Some tests for correlation matrices
• Tests for correlation matrices
• The distribution of the determinant of correlation matrix useful in principal component analysis

Cited in

(3)

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

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