Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution

DOI10.1016/S0096-3003(96)90071-5MaRDI QIDQ1914652zbMATH OpenFDO

Authors Yanyan Li

Publication date 28 October 1996

Published in Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

power envelopelocally best testempirical power comparisonequicorrelation coefficientslocally most mean powerfulpoint optimaltesting for nonzero valuesthree-stage standard symmetric multivariate normal distribution

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Recommendations

• On optimal testing for the equality of equicorrelation: An example of loss in power
• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
• On Tests for Equicorrelation Coefficient of a Standard Symmetric Multivariate Normal Distribution
• Optimal tests for the correlation coefficient in a symmetric multivariate normal population

Cites work

• scientific article; zbMATH DE number 3878183 (Why is no real title available?)
• scientific article; zbMATH DE number 4060550 (Why is no real title available?)
• scientific article; zbMATH DE number 3673373 (Why is no real title available?)
• scientific article; zbMATH DE number 3357817 (Why is no real title available?)
• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
• A Note on Error Components Models
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• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
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• Dispersion Matrices for Variance Components Models
• Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression
• Multivariate Analysis of Variance for a Special Covariance Case
• Normal Regression Theory in the Presence of Intra-Class Correlation
• Quadratic Forms and Idempotent Matrices with Random Elements
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• Some Tests for the Intraclass Correlation Model
• Testing Compound Symmetry in a Normal Multivariate Distribution
• Testing regression models based on sample survey data

Cited in

(7)

• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
• On Tests for Equicorrelation Coefficient of a Standard Symmetric Multivariate Normal Distribution
• Tests Concerning Equicorrelation Matrices with Grouped Normal Data
• Optimal testing for equicorrelated linear regression models
• CONDITIONAL INFERENCE ABOUT AN EQUICORRELATION COEFFICIENT
• Optimal tests for the correlation coefficient in a symmetric multivariate normal population
• On optimal testing for the equality of equicorrelation: An example of loss in power

Describes a project that uses

Uses Software

• AS 153
• AS 155

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