Some optimization problems with applications to canonical correlations and sphericity tests
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Publication:1250148
DOI10.1016/0047-259X(78)90066-0zbMath0388.15013MaRDI QIDQ1250148
Publication date: 1978
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
62H15: Hypothesis testing in multivariate analysis
62H20: Measures of association (correlation, canonical correlation, etc.)
15A42: Inequalities involving eigenvalues and eigenvectors
Cites Work
- Extreme properties of eigenvalues of a hermitian transformation and singular values of the sum and product of linear transformations
- A maximization problem and its application to canonical correlation
- Some implications of the union-intersection principle for tests of sphericity
- The inefficiency of least squares
- On the minimum efficiency of least squares
- Linear Statistical Inference and its Applications