An approach to multivariate analysis when the variance-covariance matrix is singular

zbMath0473.62046MaRDI QIDQ1158701

S. H. Smith

Publication date: 1980

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

singular matrices; generalized inverse; discrimination; multicollinearity; canonical correlation; MANOVA; factorization of Wilks

Mathematics Subject Classification ID

62H99: Multivariate analysis

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62H20: Measures of association (correlation, canonical correlation, etc.)

15A09: Theory of matrix inversion and generalized inverses

62J10: Analysis of variance and covariance (ANOVA)