Asymptotic expansions for the distributions of functions of a correlation matrix

DOI10.1016/0047-259X(79)90083-6zbMath0405.62044OpenAlexW2065319255MaRDI QIDQ1257313

Sadanori Konishi

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90083-6

zbMATH Keywords

Asymptotic ExpansionsMultivariate Normal DistributionArcsine TransformationCorrelation MatrixEdgeworth Type ExpansionFisher's Z-TransformationNon-Null Distribution of Test StatisticsP- Variate Normal DistributionSample Correlation Matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items

Testing the equality of several intraclass correlation coefficients, An approximation to the distribution of the product of two dependent correlation coefficients, Asymptotic expansion of the sample correlation coefficient under nonnormality

Cites Work

• On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
• The distribution of the determinant of correlation matrix useful in principal component analysis
• Asymptotic expansions for the distributions of statistics based on a correlation matrix
• Tests for correlation matrices
• On testing a set of correlation coefficients for equality: Some asymptotic results
• Some tests for correlation matrices
• Asymptotic Theory for Principal Component Analysis
• On Testing a Set of Correlation Coefficients for Equality
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
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