Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
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Publication:1094043
DOI10.1214/aos/1176350616zbMath0629.62059OpenAlexW2009097618MaRDI QIDQ1094043
Pui Lam Leung, Robb J. Muirhead
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350616
squared error lossMANOVAsample eigenvaluesnoncentral Wishartcanonical correlations distributionsdecision-theoretic approachestimating parameter matricesnoncentral multivariate Forthogonally invariant estimates
Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)
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