Tests for correlation matrices
BiometrikaPublished 1 January 1968
Murray Aitkin, William Cary Nelson, Karen H. Reinfurt
Citations40
SJR quartileQ1
SJR score3.60
SNIP2.67
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Abstract
Exact and approximate likelihood ratio tests are derived for certain structures in multivariate normal correlation matrices. Reasonable asymptotic distributions for the approximate tests are proposed and examined by empirical sampling. The powers of these tests are compared with those of previously proposed tests.
Keywords
ChemistryMathematicsDecision Sciences
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