Test-statistic correlation and data-row correlation.

Stat Probab Lett

Department of Statistics, Oregon State University, Corvallis, OR, USA.

Published: December 2020

When a statistical test is repeatedly applied to rows of a data matrix, correlations among data rows will give rise to correlations among corresponding test statistics. We investigate the relationship between test-statistic correlation and data-row correlation and discuss its implications.

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Source
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC7723344PMC
http://dx.doi.org/10.1016/j.spl.2020.108903DOI Listing

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