The Efficiency of the Asymptotic Expansion of the Distribution of the Canonical Vector under Nonnormality

DOI10.14490/jjss.38.451zbMath1248.62096OpenAlexW2029483888MaRDI QIDQ2919550

Tomoya Yamada

Publication date: 4 October 2012

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://www.jstage.jst.go.jp/A_PRedirectJournalInit?sryCd=jjss&kijiCd=38_3_451&screenID=AF06S010&noVol=38&noIssue=3

zbMATH Keywords

perturbation methodcanonical correlation analysisasymptotic distributionselliptical populationcanonical vector

Mathematics Subject Classification ID

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

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