Asymptotic theory for canonical correlation analysis

DOI10.1006/jmva.1999.1810zbMath0943.62056OpenAlexW2086001225MaRDI QIDQ1301588

T. W. Anderson

Publication date: 20 December 1999

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

Full work available at URL: https://doi.org/10.1006/jmva.1999.1810

zbMATH Keywords

maximum likelihood estimatorsreduced rank regressioncanonical variatestests of rank

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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