Inference in canonical correlation analysis

DOI10.1016/0047-259X(78)90067-2zbMath0387.62042MaRDI QIDQ1249910

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)

Related Items (11)

Asymptotic study of eigenelements of a sequence of random selfadjoint operators ⋮ Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling ⋮ On estimating the dimensionality in canonical correlation analysis ⋮ Bootstrapping the latent roots of certain random matrices ⋮ 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 some distribution problems in Manova and discriminant analysis ⋮ Laplace approximations for hypergeometric functions with matrix argument ⋮ 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

Cites Work

• Bessel functions of matrix argument
• Maximization of an integral of a matrix function and asymptotic expansions of distributions of latent roots of two matrices
• The special functions and their approximations. Vol. I, II
• A theorem on the asymptotic behavior of a multiple integral
• TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Inference in canonical correlation analysis