On Tests for Equicorrelation Coefficient of a Standard Symmetric Multivariate Normal Distribution

DOI10.1111/j.1467-842X.1987.tb00720.xzbMath0634.62056MaRDI QIDQ3773094

Ashis Sen Gupta

Publication date: 1987

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

zbMATH Keywords

Kummer's functionlocally most powerful testpercentage pointsstatistical curvatureequal variancesequal meansBrown's rulescommon correlationequal covariancesglobally unbiasedstandard symmetric multivariate normal (SSMN) distributionsymmetric multivariate normal (SMN) distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (7)

\(P^{3}\) approach to intersection-union testing of hypotheses ⋮ Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix ⋮ Nonparametric test for the homogeneity of the overall variability ⋮ Locally optimal tests for no contamination in standard symmetric multivariate normal mixtures ⋮ Optimal tests for no contamination in symmetric multivariate normal mixtures ⋮ Two-stage fixed-width and bounded-width confidence interval estimation methodologies for the common correlation in an equi-correlated multivariate normal distribution ⋮ The multivariate linear model with multivariate \(t\) and intra-class covariance structure

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