CONDITIONAL INFERENCE ABOUT AN EQUICORRELATION COEFFICIENT

DOI10.1111/J.1467-842X.1989.TB00507.XzbMATH Open0707.62112OpenAlexW2000851632MaRDI QIDQ3489142FDOQ3489142

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

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
• Tests Concerning Equicorrelation Matrices with Grouped Normal Data
• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT

zbMATH Keywords

Bessel functioncorrelation coefficientancillary statisticsstandard 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)

Cited In (5)

• A cautionary note on computing conditional from unconditional correlations
• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
• On Tests for Equicorrelation Coefficient of a Standard Symmetric Multivariate Normal Distribution
• On optimal testing for the equality of equicorrelation: An example of loss in power
• On the equivalence of marginal and approximate conditional likelihoods for correlation parameters under a normal model

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