Asymptotic representations of the densities of canonical correlations and latent roots in MANOVA when the population parameters have arbitrary multiplicity

DOI10.1214/aos/1176345135zbMath0508.62019OpenAlexW1986852333MaRDI QIDQ1837998

William J. Glynn

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345135

zbMATH Keywords

asymptotic representationslatent rootsMANOVAarbitrary multiplicitydensities of canonical correlations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

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On estimating the dimensionality in discriminant analysis ⋮ Laplace approximations to hypergeometric functions of two matrix arguments

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