Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large
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Publication:1006670
DOI10.1016/j.jmva.2008.09.005zbMath1157.62007OpenAlexW2049780837MaRDI QIDQ1006670
Publication date: 25 March 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.09.005
asymptotic expansioncanonical correlation analysisadditional informationhigh-dimensional frameworktests for dimensionality
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Computable Error Bounds for High-Dimensional Approximations of an LR Statistic for Additional Information in Canonical Correlation Analysis ⋮ Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis
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