Distribution of the canonical correlation matrix

DOI10.1007/BF02480917zbMath0471.62053OpenAlexW2115784903MaRDI QIDQ1157652

Arak M. Mathai

Publication date: 1981

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02480917

zbMATH Keywords

generalized canonical correlation matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Exact distribution theory in statistics (62E15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (6)

On variance of sample matrix eigenvalue ⋮ Jones-Balakrishnan property for matrix variate beta distributions ⋮ Bimatrix variate Kummer-gamma distribution ⋮ Invariant Polynomials and Related Tests ⋮ A note on the characteristic functions of spherical matrix distributions ⋮ Bimatrix variate gamma-beta distributions

Cites Work

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• Bessel functions of matrix argument
• Some results on functions of matrix argument
• Distribution of the `Generalised' Multiple Correlation Matrix in the Dual Case
• On the Distribution of a Multiple Correlation Matrix: Non-Central Multivariate Beta Distributions
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence

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