The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality

Linear Algebra and Its Applications

Volumn 237-238, Issue , 1996, Pages 127-132

  Neudecker, Heinz ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 21344447903     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/0024-3795(95)00351-7     Document Type: Article

References (5)

1. Anderson, T. W. 1958. An Introduction to Multivariate Statistical Analysis, Wiley, New York.
2. 2 test for the equality of two correlation matrices, J. Amer. Statist. Assoc. 65:904-912.
3. Muirhead, R. J. 1982. Aspects of Multivariate Statistical Theory. Wiley, New York.
4. Neudecker, H. and Wesselman, A. M. 1990. The asymptotic variance matrix of the sample correlation matrix, Linear Algebra Appl. 127:589-599.
5. Rao, C. R. and Kleffe, J. 1988. Estimation of Variance Components and Applications. North-Holland, Amsterdam.