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)

Full work available at URL https://doi.org/10.1016/S0096-3003(96)90071-5

zbMATH Keywords

empirical power comparisonequicorrelation coefficientslocally best testlocally most mean powerfulpoint optimalpower envelopetesting 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

• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
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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
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• Testing Compound Symmetry in a Normal Multivariate Distribution
• Testing regression models based on sample survey data

Cited in

(8)

• 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
• Optimal testing for equicorrelated linear regression models
• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
• CONDITIONAL INFERENCE ABOUT AN EQUICORRELATION COEFFICIENT
• On Tests for Equicorrelation Coefficient of a Standard Symmetric Multivariate Normal Distribution
• scientific article; zbMATH DE number 1366914 (Why is no real title available?)
• Tests Concerning Equicorrelation Matrices with Grouped Normal Data

Describes a project that uses

Uses Software

• AS 153
• AS 155

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