Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis

DOI10.1142/S2010326319500011zbMath1428.62097OpenAlexW2801311567MaRDI QIDQ5197363

Ryoya Oda, Hirokazu Yanagihara, Yasunori Fujikoshi

Publication date: 23 September 2019

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010326319500011

zbMATH Keywords

asymptotic distributionshigh-dimensional asymptotic frameworktest for redundancy

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations ⋮ Estimation and test of jump discontinuities in varying coefficient models with empirical applications

Cites Work

• A test for additional information in canonical correlation analysis
• Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large
• High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
• Applied Multivariate Analysis
• Computable Error Bounds for High-Dimensional Approximations of an LR Statistic for Additional Information in Canonical Correlation Analysis
• THE NON-NULL DISTRIBUTION OF THE LIKELIHOOD RATIO CRITERION FOR ADDITIONAL INFORMATION HYPOTHESIS IN CANONICAL CORRELATION ANALYSIS
• Multivariate Statistics
• Unnamed Item
• Unnamed Item

This page was built for publication: Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis