A procedure for assessing vector correlations

DOI10.1007/BF00053404zbMath0772.62033OpenAlexW2024692696MaRDI QIDQ1260730

Jérôme Allaire, Yves Lepage

Publication date: 25 August 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00053404

zbMATH Keywords

elliptical distributionsasymptotic powerasymptotic joint distributionsmatrix correlationmeasures of multivariate relationshipnull hypothesis of lack of multivariate relationship

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

A significance test of the RV coefficient in high dimensions ⋮ Tests of zero correlation using modified RV coefficient for high-dimensional vectors

Cites Work

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• On a likelihood ratio test for independence
• Matrix correlation
• Some symmetric, invariant measures of multivariate association
• Approximation Theorems of Mathematical Statistics
• Vector correlation for elliptical distributions
• A NEW PROCEDURE FOR ASSESSING LARGE SETS OF CORRELATIONS
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• TESTING THE LARGEST OF A SET OF CORRELATION COEFFICIENTS
• Computing the distribution of quadratic forms in normal variables

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