Testing the equality of several intraclass correlation coefficients
DOI10.1016/0378-3758(89)90022-0zbMath0666.62057OpenAlexW2075111588MaRDI QIDQ1116590
Sadanori Konishi, Arjun K. Gupta
Publication date: 1989
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(89)90022-0
multivariate normal populationsMonte Carlo experimentsindependent samplesFisher's z-transformationnonnormal populationsapproximate likelihood ratio testelliptic populationsintraclass correlation coefficients
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Related Items (11)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the distribution of the determinant of sample correlation matrix from multivariate Gaussian population
- Principal components in the nonnormal case: The test of equality of q roots
- Normalizing and variance stabilizing transformations for intraclass correlations
- Asymptotic expansions for the distribution of quadratic forms in normal variables
- Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis
- Testing the equality of covariance matrices under intraclass correlation models
- Asymptotic expansions for the distributions of functions of a correlation matrix
- Inferences Concerning a Common Intraclass Correlation Coefficient
- Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
- On testing against restricted alternatives for penrose model
- Asymptotic expansions for the distributions of the sample roots under nonnormality
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Asymptotic Distributions of the Determinants of Some Random Matrices
- A Differential Equation Approach to Linear Combinations of Independent Chi-Squares
- Tests for correlation matrices
- On testing a set of correlation coefficients for equality: Some asymptotic results
- An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices
- Asymptotic Theory for Principal Component Analysis
- A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
This page was built for publication: Testing the equality of several intraclass correlation coefficients