Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented

DOI10.1016/0047-259X(86)90067-9zbMath0589.62042MaRDI QIDQ1074274

Robert A. Wijsman

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

multivariate normal populationaugmented vectorincrease in the largest canonical correlationpopulation canonical correlationssample canonical correlations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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• A test for additional information in canonical correlation analysis
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
• Inference in canonical correlation analysis
• On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
• TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Linear Statistical Inference and its Applications
• ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS

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