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

DOI10.1007/BF00050785MaRDI QIDQ1813352zbMATH OpenFDO

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)

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)

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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• A REMARK ON TESTING SIGNIFICANCE OF AN OBSERVED CORRELATION MATRIX
• An analysis of correlation matrices: Equal correlations
• An analysis of correlation matrices: Variables cross-classified by two factors
• Application of the theory of products of problems to certain patterned covariance matrices
• Independent subsets of correlation and other matrices
• Note on an Approximation to the Distribution of Non-Central χ 2
• On some test criteria for covariance matrix
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES

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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