Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated

DOI10.1016/J.SPL.2005.04.009zbMATH Open1123.62040OpenAlexW2136778721MaRDI QIDQ2485544FDOQ2485544

Authors: Madhusudan Bhandary 

Publication date: 5 August 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.009

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zbMATH Keywords

Likelihood ratio testAutocorrelation coefficients

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Title not available (Why is that?)
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Title not available (Why is that?)
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
• Title not available (Why is that?)

Cited In (8)

• Sur un test d'égalité des autocovariances de deux séries chronologiques
• Tests for special causes with multivariate autocorrelated data
• On Bartlett's test for correlation between time series.
• Confidence interval estimation for a linear contrast in intraclass correlation coefficients under unequal family sizes for several populations
• Rényi statistics for testing equality of autocorrelation coefficients
• A new test for checking the equality of the correlation structures of two time series
• ON CONFIDENCE INTERVAL OF A COMMON AUTOCORRELATION COEFFICIENT FOR SEVERAL POPULATIONS IN MULTIVARIATE DATA WHEN THE ERRORS ARE AUTOCORRELATED
• Title not available (Why is that?)

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