Null distribution of the sum of squared \(z\)-transforms in testing complete independence

DOI10.1007/BF00050785zbMath0744.62022MaRDI QIDQ1813352

Govind S. Mudholkar, Shande Chen

Publication date: 25 June 1992

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

zbMATH Keywords

momentsapproximationnull distributioncorrelation structures of multinormal datadependence structure of sample correlationsFisher's \(z\)-transformsgraph-theoretic characterizationsum of squared \(z\)-transforms of sample correlationstesting complete independence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (5)

On Schott's and Mao's test statistics for independence of normal random vectors ⋮ Testing diagonality of high-dimensional covariance matrix under non-normality ⋮ A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm ⋮ Testing independence in high-dimensional multivariate normal data ⋮ The Fisher Transform of the Pearson Product Moment Correlation Coefficient and Its Square: Cumulants, Moments, and Applications

Cites Work

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• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• Application of the theory of products of problems to certain patterned covariance matrices

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