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

DOI10.1016/J.SPL.2005.04.009MaRDI QIDQ2485544zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Likelihood ratio testAutocorrelation coefficients

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Rényi statistics for testing equality of autocorrelation coefficients
• Publication:4937395
• Sur un test d'égalité des autocovariances de deux séries chronologiques
• Tests on the Equality of Two Multiple Correlation Coefficients
• Testing for Multivariate Autocorrelation

Cites work

• scientific article; zbMATH DE number 3907599 (Why is no real title available?)
• scientific article; zbMATH DE number 3357848 (Why is no real title available?)
• scientific article; zbMATH DE number 3059918 (Why is no real title available?)
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

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
• scientific article; zbMATH DE number 1398565 (Why is no real title available?)

This page was built for publication: Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2485544)