Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality

DOI10.1016/j.jmva.2006.12.001zbMath1130.62020OpenAlexW1979916027MaRDI QIDQ2474240

Haruhiko Ogasawara

Publication date: 5 March 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.12.001

zbMATH Keywords

variable transformationEdgeworth expansioncovariance structureasymptotic robustnessnonnormalitystudentized estimatorspartial derivatives of estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (6)

Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures ⋮ Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality ⋮ Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality ⋮ Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient ⋮ Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models ⋮ On the estimators of model-based and maximal reliability

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