New estimator for functions of the canonical correlation coefficients

DOI10.1016/J.JSPI.2003.12.006zbMath1062.62109OpenAlexW1974643484MaRDI QIDQ1776854

Arjun K. Gupta, Yo Sheena

Publication date: 12 May 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.12.006

zbMATH Keywords

Monte Carlo simulationsWishart distributionOrthogonally invariant estimatorUnbiased estimatorZonal polynomial

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

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• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
• Estimating functions of canonical correlation coefficients
• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
• Decision theoretic estimation of functions of the canonical correlation coefficients
• Improved estimation of functions of the canonical correlation coefficients

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