TESTING THE LARGEST OF A SET OF CORRELATION COEFFICIENTS

DOI10.1111/j.1467-842X.1980.tb01177.xzbMath0459.62036MaRDI QIDQ3909842

P. A. P. Moran

Publication date: 1980

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testdistribution of largest sample correlation coefficientindependent normally distributed variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

A procedure for assessing vector correlations ⋮ On a likelihood ratio test for independence ⋮ The length of the shortest edge of a graph on a sphere

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