Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented

DOI10.1016/0047-259X(86)90067-9MaRDI QIDQ1074274zbMATH OpenFDO

Authors Robert A. Wijsman

Publication date 1986

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(86)90067-9

zbMATH Keywords

augmented vectorincrease in the largest canonical correlationmultivariate normal populationpopulation canonical correlationssample canonical correlations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A test for additional information in canonical correlation analysis
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
• scientific article; zbMATH DE number 3764958 (Why is no real title available?)
• scientific article; zbMATH DE number 3576570 (Why is no real title available?)
• scientific article; zbMATH DE number 3090534 (Why is no real title available?)
• Inference in canonical correlation analysis
• Linear Statistical Inference and its Applications
• On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
• ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS
• TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS

Cited in

(4)

• Asymptotic properties of canonical correlation analysis for one group with additional observa\-tions
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• scientific article; zbMATH DE number 4064281 (Why is no real title available?)
• scientific article; zbMATH DE number 1929297 (Why is no real title available?)

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