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An analysis of correlation matrices: Equal correlations
Biometrika, 1984In terms of the large-sample joint distribution of Z, the \(2^{-1}p(p- 1)\) Fisher z-transforms of the elements in a \(p\times p\) correlation matrix, the authors prove that the variance matrix of Z has just three projector matrices in its spectral decomposition under the hypothesis of equal population correlations.
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