A simple test for the diagonality of the covariance matrix of a multi‐variate normal population is proposed. The test, which is based upon the sum of squares of the z‐transforms of the sample correlations, is seen to compare well with the current tests in terms of both the null distribution approximations and the powers.
|Number of pages||6|
|Journal||Australian Journal of Statistics|
|State||Published - Mar 1989|
- complete independence
- pairwise independent correlations
- x approximation