CMPT


Total Posts: 46 
Joined: May 2006 


I have dependent correlation coefficients , and (with equal sample sizes for stationary factor returns ).
I want to test whether is neither equal to nor to .
In other words, how can I test the "combined" null hypothesis , i.e. where the alternate hypothesis is ?
PS I could test the individual hypotheses and using the Tstatistic on the raw coefficients (or their Fisherz transform) with estimated via randomizing or bootstrapping.
PPS I am interested in association in the joint left tail of and and (defined as where ) so is Spearman's rank correlation in the joint left tail. 


