The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix

DOI10.1016/0167-7152(95)00206-5zbMath1059.62550OpenAlexW2112031646MaRDI QIDQ1126103

Albert Satorra, Heinz Neudecker

Publication date: 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10230/20759

zbMATH Keywords

Wald testMultivariate normal distributionAsymptotic \(\chi^2\) testCorrelation matrix

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Compact matrix expressions for generalized Wald tests of equality of moment vectors ⋮ A note on the estimator of the alpha coefficient for standardized variables under normality

Cites Work

• The asymptotic variance matrix of the sample correlation matrix
• Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
• An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices

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