A Note on Sufficient Conditions for Valid UnmodifiedtTesting in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data

DOI10.1080/03610920701648714MaRDI QIDQ5450540zbMATH OpenOpenAlexFDO

Authors Pierre Dutilleul

Publication date 12 March 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920701648714

zbMATH Keywords

bivariate correlationcircularitycompound symmetryeffective sample sizesphericityunmodified vs. modified \(t\) tests of significancevariance-covariance matrices and structures

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Modified F tests for assessing the multiple correlation between one spatial process and several others
• On the treatment of correlation structures as covariance structures
• Publication:3489052
• On Testing Homogeneity of Variances of Correlated Variables with Incomplete Data
• t-Statistic Based Correlation and Heterogeneity Robust Inference

Cites work

• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• Analysis of Repeated Measures
• Assessing the Significance of the Correlation between Two Spatial Processes
• COMPARISON BETWEEN TREATMENTS IN A REPEATED‐MEASUREMENT DESIGN: ANOVA AND MULTIVARIATE METHODS
• Conditions Under Which Mean Square Ratios in Repeated Measurements Designs Have Exact F-Distributions
• scientific article; zbMATH DE number 3781344 (Why is no real title available?)
• scientific article; zbMATH DE number 3267825 (Why is no real title available?)
• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• Modified F tests for assessing the multiple correlation between one spatial process and several others
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, II. Effects of Inequality of Variance and of Correlation Between Errors in the Two-Way Classification
• Statistical Methods for Spatial Data Analysis
• Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors
• To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors

Cited in

(2)

• Modified F tests for assessing the multiple correlation between one spatial process and several others
• Tests of significance for structural correlations in the linear model of coregionalization

This page was built for publication: A Note on Sufficient Conditions for Valid UnmodifiedtTesting in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5450540)