Null distribution of the sum of squared z-transforms in testing complete independence

DOI10.1007/BF00050785zbMATH Open0744.62022MaRDI QIDQ1813352FDOQ1813352

Authors: Shande Chen, Govind S. Mudholkar 

Publication date: 25 June 1992

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

momentsnull distributionapproximationcorrelation structures of multinormal datadependence structure of sample correlationsFisher's \(z\)-transformsgraph-theoretic characterizationsum of squared \(z\)-transforms of sample correlationstesting complete independence

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

Cites Work

• Title not available (Why is that?)
• On some test criteria for covariance matrix
• Note on an Approximation to the Distribution of Non-Central χ 2
• A REMARK ON TESTING SIGNIFICANCE OF AN OBSERVED CORRELATION MATRIX
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• An analysis of correlation matrices: Equal correlations
• Independent subsets of correlation and other matrices
• Application of the theory of products of problems to certain patterned covariance matrices
• An analysis of correlation matrices: Variables cross-classified by two factors

Cited In (5)

• Testing independence in high-dimensional multivariate normal data
• Testing diagonality of high-dimensional covariance matrix under non-normality
• A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm
• On Schott's and Mao's test statistics for independence of normal random vectors
• The Fisher Transform of the Pearson Product Moment Correlation Coefficient and Its Square: Cumulants, Moments, and Applications

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