Testing the equality of correlation matrices

DOI10.1080/03610929208830901zbMath0777.62059OpenAlexW1993031800MaRDI QIDQ4202722

Reza Modarres, Robert W. Jernigan

Publication date: 19 December 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830901

zbMATH Keywords

quadratic formapproximationspowercovariance matricesasymptotic chi-squaretest of equality of correlation matricescomparing adjacent groupslinear combination of independent chi-squaresnew test statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (11)

A robust test for comparing correlation matrices ⋮ RAO'S STATISTIC FOR THE ANALYSIS OF UNIFORM ASSOCIATION IN CROSS-CLASSIFICATIONS ⋮ Compact matrix expressions for generalized Wald tests of equality of moment vectors ⋮ Testing statistical hypotheses based on the density power divergence ⋮ Simulation study of the tests of uniform association based on the power-divergence ⋮ Goodness of Fit Tests with Misclassified Data Based on ϕ-Divergences ⋮ Asymptotic behaviour and statistical applications of weighted (h, φ) – divergences ⋮ Rao's statistic for constant and proportional hazard models ⋮ Unnamed Item ⋮ On Burbea-Rao divergence based goodness-of-fit tests for multinomial models ⋮ Weighted (h,φ)‐divergences in goodness‐of‐fit with composite null hypotheses

Cites Work

• Note on an Approximation to the Distribution of Non-Central χ 2
• THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA
• The asymptotic distribution of elements of a correlation matrix: Theory and application
• Distribution of a Sum of Weighted Chi-Square Variables
• The likelihood ratio test for the equality of correlation matrices
• Remarks on a Multivariate Gamma Distribution
• Computing the distribution of quadratic forms in normal variables
• An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices
• A Gaussian Approximation to the Distribution of a Definite Quadratic Fo

This page was built for publication: Testing the equality of correlation matrices