Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution

DOI10.1016/S0096-3003(96)90071-5zbMath0848.62031MaRDI QIDQ1914652

Yanyan Li

Publication date: 28 October 1996

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

locally best testpower envelopeempirical power comparisonequicorrelation coefficientslocally most mean powerfulpoint optimaltesting for nonzero valuesthree-stage standard symmetric multivariate normal distribution

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Uses Software

• AS 155
• AS 153

Cites Work

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• Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression
• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
• Dispersion Matrices for Variance Components Models
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic
• Testing regression models based on sample survey data
• Some Tests for the Intraclass Correlation Model
• Computing the distribution of quadratic forms in normal variables
• Quadratic Forms and Idempotent Matrices with Random Elements
• A Note on Error Components Models
• Multivariate Analysis of Variance for a Special Covariance Case
• Concerning the Effect of Intraclass Correlation on Certain Significance Tests
• Testing Compound Symmetry in a Normal Multivariate Distribution
• Normal Regression Theory in the Presence of Intra-Class Correlation
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution

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