Detecting a Change in the Correlation Coefficient in a Sequence of Bivariate Normal Variables

DOI10.1080/03610918908812778zbMath0695.62137OpenAlexW2032913260MaRDI QIDQ3471479

Edna Schechtman, Zvi Lerman

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812778

zbMATH Keywords

Fisher's Z-transformationMonte Carlo power comparison

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

Detecting shifts in functions of multivariate location and covariance parameters

Cites Work

• On tests for detecting change in mean
• On tests for detecting change in mean when variance is unknown
• Multiple changepoints problem-nonparmetric procedures for estimation of the points of change

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