CONDITIONAL INFERENCE ABOUT AN EQUICORRELATION COEFFICIENT

DOI10.1111/J.1467-842X.1989.TB00507.XMaRDI QIDQ3489142zbMATH OpenOpenAlexFDO

Authors Evan J. Williams, Paul S. F. Yip

Publication date 1989

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.1989.tb00507.x

zbMATH Keywords

ancillary statisticsBessel functioncorrelation coefficientstandard symmetric multivariate normal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
• Optimal testing for equicorrelated linear regression models
• 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

Cited in

(6)

• On optimal testing for the equality of equicorrelation: An example of loss in power
• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
• On the equivalence of marginal and approximate conditional likelihoods for correlation parameters under a normal model
• On Tests for Equicorrelation Coefficient of a Standard Symmetric Multivariate Normal Distribution
• scientific article; zbMATH DE number 1247873 (Why is no real title available?)
• A cautionary note on computing conditional from unconditional correlations

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