Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications

DOI10.1007/BF02530546zbMath1065.62112MaRDI QIDQ1768128

Jacques Dauxois, Guy Martial Nkiet, Yves Romain

Publication date: 14 March 2005

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

invariance; additional information; linear relative association; partial canonical correlation; relative canonical coefficient

Mathematics Subject Classification ID

62H99: Multivariate analysis

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

On invariance in canonical analysis with applications to covariate discriminant analysis

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Measures of association for Hilbertian subspaces and some applications
• A test for additional information in canonical correlation analysis
• Some symmetric, invariant measures of multivariate association
• Canonical correlation analysis with linear constraints
• Part and bipartial canonical correlation analysis
• Asymptotic theory for canonical correlation analysis
• The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis
• Tensor products and statistics
• Canonical analysis of two Euclidean subspaces and its applications
• A study of redundancy of some variables in covariate discriminant analysis
• On tests for selection of variables and independence under multivariate regression models
• Inference for the invariance of canonical analysis under linear transformations.
• Canonical analysis relative to a closed subspace
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Asymptotic study of eigenelements of a sequence of random selfadjoint operators
• Estimation of dimensionality in canonical correlation analysis
• Testing for the Lack of a Linear Relationship
• STATISTICAL INFERENCE IN A CANONICAL CORRELATION ANALYSIS WITH LINEAR CONSTRAINTS
• Lois asymptotiques de fonctions des valeurs propres d'une suite d'opérateurs aléatoires auto-adjoints
• THE NON-NULL DISTRIBUTION OF THE LIKELIHOOD RATIO CRITERION FOR ADDITIONAL INFORMATION HYPOTHESIS IN CANONICAL CORRELATION ANALYSIS
• Measures of Asociation between vectors
• ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS