English, Article, Journal or magazine article edition: The Algebraic Equality of Two Asymptotic Tests for the Hypothesis that a Normal Distribution Has a Specified Correlation Matrix Heinz Neudecker; Albert Satorra

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Bookmark: http://trove.nla.gov.au/version/112079
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • The Algebraic Equality of Two Asymptotic Tests for the Hypothesis that a Normal Distribution Has a Specified Correlation Matrix
Author
  • Heinz Neudecker
  • Albert Satorra
Physical Description
  • preprint
Notes
  • It is proved the algebraic equality between Jennrich's (1970) asymptotic $X^2$ test for equality of correlation matrices, and a Wald test statistic derived from Neudecker and Wesselman's (1990) expression of the asymptotic variance matrix of the sample correlation matrix.
  • RePEc:upf:upfgen:131
Language
  • English
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