The effects on the distributions of sample canonical correlations under nonnormality

DOI10.1080/03610929408831406zbMath0825.62231OpenAlexW2088309921MaRDI QIDQ4843672

Yasunori Fujikoshi, Takashi Seo, Takashi Kanda

Publication date: 17 August 1995

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

Full work available at URL: https://doi.org/10.1080/03610929408831406

zbMATH Keywords

asymptotic expansioncanonical correlationelliptical distributionnonnormal population

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ On variance of sample matrix eigenvalue ⋮ Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis ⋮ On the permutation test in canonical correlation analysis ⋮ An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions

Cites Work

• Unnamed Item
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
• Latent roots and matrix variates: a review of some asymptotic results
• Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
• On the validity of the formal Edgeworth expansion
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations

This page was built for publication: The effects on the distributions of sample canonical correlations under nonnormality