Inference in canonical correlation analysis

DOI10.1016/0047-259X(78)90067-2zbMATH Open0387.62042MaRDI QIDQ1249910FDOQ1249910

Authors: William J. Glynn, Robb J. Muirhead 

Publication date: 1978

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites Work

• Some Non-Central Distribution Problems in Multivariate Analysis
• The special functions and their approximations. Vol. I, II
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• Title not available (Why is that?)
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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• Bessel functions of matrix argument
• A theorem on the asymptotic behavior of a multiple integral
• Title not available (Why is that?)
• Maximization of an integral of a matrix function and asymptotic expansions of distributions of latent roots of two matrices
• Title not available (Why is that?)
• TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS

Cited In (11)

• Laplace approximations for hypergeometric functions with matrix argument
• Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
• Laplace approximations to hypergeometric functions of two matrix arguments
• On non-null distributions connected with testing that a real normal distribution is complex
• On estimating the dimensionality in canonical correlation analysis
• On some distribution problems in Manova and discriminant analysis
• Asymptotic study of eigenelements of a sequence of random selfadjoint operators
• Bootstrapping the latent roots of certain random matrices
• Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
• On estimation of the dimensionality in linear canonical analysis
• Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented

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