|
| << previous | next >> |
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
Details for article 19 of 21 found articles
| Title: |
Testing the equality of correlation matrices |
| Author: |
Modarres, Reza Jernigan, Robert W. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 21 (1992) nr. 8 pages 2107-2125 |
| Year: |
1992 |
| Contents: |
We present results that extend an existing test of equality of correlation matrices. A new test statistic is proposed and is shown to be asymptotically distributed as a linear combination of independent x2 random variables. This new formulation allows us to find the power of the existing test and our extensions by deriving the distribution under the alternative using a linear combination of independent non-central x2 random variables. We also investigate the null and the alternative distribution of two related statistics. The first one is a quadratic form in deviations from a control group with which the remaining k-1 groups are to be compared. The second test is designed for comparing adjacent groups. Several approximations for the null and the alternative distribution are considered and two illustrative examples are provided. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 19 of 21 found articles
| << previous | next >> |