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Some tests for correlation matrices

MURRAY A. AITKIN

Biometrika · 1969 · Volume 56 · Issue 2

DOI: 10.1093/biomet/56.2.443

Abstract

SUMMARY Tests for certain properties of correlution matrices proposed by Bartlett & Rajalakshman (1953) and Kullback (1959, 1967) do not have the asymptotic distributions ascribed to them.

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