Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
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Publication:1914652
DOI10.1016/S0096-3003(96)90071-5zbMATH Open0848.62031MaRDI QIDQ1914652FDOQ1914652
Authors: Yanyan Li 
Publication date: 28 October 1996
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Recommendations
- On optimal testing for the equality of equicorrelation: An example of loss in power
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- A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
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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
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