Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150838 | Statistical Methodology | 2014 | 6 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Arthur Cohen, Yingqiu Ma, Harold Sackrowitz, Kesar Singh,