Multiple testing and interval estimates of correlated correlations

Arthur Cohen; Yingqiu Ma; Harold Sackrowitz; Kesar Singh

doi:10.1016/j.stamet.2013.04.006

Multiple testing and interval estimates of correlated correlations

Arthur Cohen, Yingqiu Ma, Harold Sackrowitz, Kesar Singh

School of Arts and Sciences, Statistics

Rutgers, The State University

Research output: Contribution to journal › Article › peer-review

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 z statistics. The asymptotic joint distribution of the z statistics is derived and utilized in the procedure. An example using data from Westfall and Young (1993) [10] is provided.

Original language	American English
Pages (from-to)	73-78
Number of pages	6
Journal	Statistical Methodology
Volume	20
DOIs	https://doi.org/10.1016/j.stamet.2013.04.006
State	Published - Sep 2014

ASJC Scopus subject areas

Statistics and Probability

Keywords

Fisher's z statistic
Interval property
Multivariate central limit theorem
Step-down procedure

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10.1016/j.stamet.2013.04.006

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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 z statistics. The asymptotic joint distribution of the z statistics is derived and utilized in the procedure. An example using data from Westfall and Young (1993) [10] is provided.",

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author = "Arthur Cohen and Yingqiu Ma and Harold Sackrowitz and Kesar Singh",

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doi = "10.1016/j.stamet.2013.04.006",

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AU - Ma, Yingqiu

AU - Sackrowitz, Harold

AU - Singh, Kesar

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N2 - 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 z statistics. The asymptotic joint distribution of the z statistics is derived and utilized in the procedure. An example using data from Westfall and Young (1993) [10] is provided.

AB - 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 z statistics. The asymptotic joint distribution of the z statistics is derived and utilized in the procedure. An example using data from Westfall and Young (1993) [10] is provided.

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KW - Interval property

KW - Multivariate central limit theorem

KW - Step-down procedure

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VL - 20

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JO - Statistical Methodology

JF - Statistical Methodology

ER -

Multiple testing and interval estimates of correlated correlations

Abstract

ASJC Scopus subject areas

Keywords

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