Null distribution of the sum of squared z-transforms in testing complete independence

Shande Chen; Govind S. Mudholkar

doi:10.1007/BF00050785

Null distribution of the sum of squared z-transforms in testing complete independence

Shande Chen, Govind S. Mudholkar

School of Public Health

Research output: Contribution to journal › Article

4 Scopus citations

Abstract

Brien et al. (1984, Biometrika, 71, 545-554; 1988, Biometrika, 75, 469-476) have proposed, illustrated and discussed advantages of using Fisher's z-transforms for analyzing correlation structures of multinormal data. Chen and Mudholkar (1988, Austral. J. Statist., 31, 105-110) have studied the sum of squared z-transforms of sample correlations as a test statistic for complete independence. In this paper Brown's (1987, Ann. Probab., 15, 416-422) graph-theoretic characterization of the dependence structure of sample correlations is used to evaluate moments of the test statistic. These moments are then used to approximate its null distribution accurately over a broad range of parameters, including the case where the population dimension exceeds the sample size.

Original language	English
Pages (from-to)	149-155
Number of pages	7
Journal	Annals of the Institute of Statistical Mathematics
Volume	42
Issue number	1
DOIs	https://doi.org/10.1007/BF00050785
State	Published - 1 Mar 1990

Keywords

Approximation
correlation analysis
dependence among sample correlations

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10.1007/BF00050785

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Chen, S., & Mudholkar, G. S. (1990). Null distribution of the sum of squared z-transforms in testing complete independence. Annals of the Institute of Statistical Mathematics, 42(1), 149-155. https://doi.org/10.1007/BF00050785

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