Some optimization problems with applications to canonical correlations and sphericity tests

DOI10.1016/0047-259X(78)90066-0MaRDI QIDQ1250148zbMATH OpenFDO

Authors Chinubal G. Khatri

Publication date 1978

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

Full work available at URL https://doi.org/10.1016/0047-259X(78)90066-0

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• A maximization problem and its application to canonical correlation
• Extreme properties of eigenvalues of a hermitian transformation and singular values of the sum and product of linear transformations
• Linear Statistical Inference and its Applications
• On the minimum efficiency of least squares
• Some implications of the union-intersection principle for tests of sphericity
• The inefficiency of least squares

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