Distribution of the canonical correlation matrix

DOI10.1007/BF02480917MaRDI QIDQ1157652zbMATH OpenOpenAlexFDO

Authors Arakaparampil M. Mathai

Publication date 1981

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02480917

zbMATH Keywords

generalized canonical correlation matrix

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)

Cites work

• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Bessel functions of matrix argument
• Distribution of the `Generalised' Multiple Correlation Matrix in the Dual Case
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3593922 (Why is no real title available?)
• scientific article; zbMATH DE number 3390165 (Why is no real title available?)
• On the Distribution of a Multiple Correlation Matrix: Non-Central Multivariate Beta Distributions
• Some results on functions of matrix argument

Cited in

(6)

• A note on the characteristic functions of spherical matrix distributions
• Bimatrix variate Kummer-gamma distribution
• Bimatrix variate gamma-beta distributions
• On variance of sample matrix eigenvalue
• Invariant Polynomials and Related Tests
• Jones-Balakrishnan property for matrix variate beta distributions

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