Estimating functions of canonical correlation coefficients (Q1069618)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Estimating functions of canonical correlation coefficients
scientific article

    Statements

    Estimating functions of canonical correlation coefficients (English)
    0 references
    0 references
    0 references
    1985
    0 references
    Let \(\rho^ 2_ 1,...,\rho^ 2_ p\) be the squares of the population canonical correlation coefficients from a normal distribution. This paper is concerned with the estimation of the parameters \(\delta_ 1,...,\delta_ p\), where \(\delta_ i=\rho^ 2_ i/(1-\rho^ 2_ i)\), \(i=1,...,p\), in a decision theoretic way. The approach taken is to estimate a parameter matrix \(\Delta\) whose eigenvalues are \(\delta_ 1,...,\delta_ p\), given a random matrix F whose eigenvalues have the same distribution as \(r^ 2_ i/(1-r^ 2_ i)\), \(i=1,...,p\), where \(r_ 1,...,r_ p\) are the sample canonical correlation coefficients.
    0 references
    canonical correlation coefficients
    0 references
    normal distribution
    0 references
    eigenvalues
    0 references
    random matrix
    0 references

    Identifiers