### 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 |
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Pages (from-to) | 149-155 |

Number of pages | 7 |

Journal | Annals of the Institute of Statistical Mathematics |

Volume | 42 |

Issue number | 1 |

DOIs | |

Publication status | Published - 1 Mar 1990 |

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### Keywords

- Approximation
- correlation analysis
- dependence among sample correlations

### Cite this

*Annals of the Institute of Statistical Mathematics*,

*42*(1), 149-155. https://doi.org/10.1007/BF00050785