Some optimization problems with applications to canonical correlations and sphericity tests

DOI10.1016/0047-259X(78)90066-0zbMath0388.15013MaRDI QIDQ1250148

Chinubal G. Khatri

Publication date: 1978

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

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities involving eigenvalues and eigenvectors (15A42)

Cites Work

• Extreme properties of eigenvalues of a hermitian transformation and singular values of the sum and product of linear transformations
• A maximization problem and its application to canonical correlation
• Some implications of the union-intersection principle for tests of sphericity
• The inefficiency of least squares
• On the minimum efficiency of least squares
• Linear Statistical Inference and its Applications

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