Multiple testing and interval estimates of correlated correlations

The method of Cohen, Ma and Sackrowitz (2012) [3] is applied to the problems of multiple testing and simultaneous interval estimation of correlated correlations. A large sample method is assumed and thus the basic statistics considered are Fisher’s zz statistics. The asymptotic joint distribution of the zz statistics is derived and utilized in the procedure. An example using data from Westfall and Young (1993) [10] is provided.