The asymptotic distribution of elements of a correlation matrix: Theory and application

DOI10.1111/j.2044-8317.1982.tb00653.xzbMath0495.62026OpenAlexW2033713237MaRDI QIDQ3959270

Publication date: 1982

Published in: British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.2044-8317.1982.tb00653.x

zbMATH Keywords

multivariate normal distribution general asymptotic distribution of elements of correlation matrix robust correlational testing

Mathematics Subject Classification ID

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

Related Items (23)

The asymptotic covariance matrix of sample correlation coefficients under general conditions ⋮ A testing based approach to the discovery of differentially correlated variable sets ⋮ A robust test for comparing correlation matrices ⋮ Factor analysis for non-normal variables ⋮ Inferential procedures for correlation coefficients corrected for attenuation ⋮ Rotating factors to simplify their structural paths ⋮ Experiment-based calibration in psychology: optimal design considerations ⋮ Tests of Independence and Zero Correlations Among P Random Variables ⋮ A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers ⋮ Concise formulas for the standard errors of component loading estimates ⋮ Inferences on correlation coefficients in some classes of nonnormal distributions ⋮ Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality ⋮ Asymptotic expansion of the sample correlation coefficient under nonnormality ⋮ Oblique factors and components with independent clusters ⋮ Asymptotic biases in exploratory factor analysis and structural equation modeling ⋮ Efficiency of test for independence after Box--Cox transformation ⋮ Standard errors of fit indices using residuals in structural equation modeling ⋮ The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior ⋮ The asymptotic variance matrix of the sample correlation matrix ⋮ A local parameterization of orthogonal and semi-orthogonal matrices with applications ⋮ Testing the equality of correlation matrices ⋮ Some contributions to efficient statistics in structural models: Specification and estimation of moment structures ⋮ Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem

This page was built for publication: The asymptotic distribution of elements of a correlation matrix: Theory and application