Decision theoretic estimation of functions of the canonical correlation coefficients

DOI10.1080/03610929608831815zbMath0904.62071OpenAlexW2092163938MaRDI QIDQ4337244

Milton Lo, Pui Lam Leung

Publication date: 13 January 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831815

zbMATH Keywords

estimation of eigenvaluesorthogonally invariant estimatorsnoncentrality matrixnoncentral multivariate F identity

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Foundations and philosophical topics in statistics (62A01) Statistical decision theory (62C99)

Related Items (2)

A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models ⋮ New estimator for functions of the canonical correlation coefficients

Cites Work

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• Estimating functions of canonical correlation coefficients
• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution
• Estimation of eigenvalues of the scale matrix of the multivariate f distribution
• Improved estimation of functions of the canonical correlation coefficients

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