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Test-statistic correlation and data-row correlation

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  • Zhuo, Bin
  • Jiang, Duo
  • Di, Yanming

Abstract

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.

Suggested Citation

  • Zhuo, Bin & Jiang, Duo & Di, Yanming, 2020. "Test-statistic correlation and data-row correlation," Statistics & Probability Letters, Elsevier, vol. 167(C).
    • Handle: RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302066
    DOI: 10.1016/j.spl.2020.108903
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    References listed on IDEAS

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    1. Efron, Bradley, 2007. "Correlation and Large-Scale Simultaneous Significance Testing," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 93-103, March.
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    2. Adamczyk, Paulina & Woźniak, Wojciech, 2021. "Prewencja zachowań samobójczych jako zadanie polityki zdrowia publicznego. Doświadczenia Finlandii, inspiracja dla Polski?," Studia z Polityki Publicznej / Public Policy Studies, Warsaw School of Economics, vol. 8(4), pages 1-24, December.

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