TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS

Cited in

(20)

Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large
Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures
Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented
Inference in canonical correlation analysis
Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
On some tests of the covariance matrix under general conditions
Testing for panel unit roots under general cross-sectional dependence
Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
A Review of the packing problem
Polynomial estimation of eigenvalues
On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank
Tests of dimensionality in multivariate analysis of variance
Model specification tests for balanced representation state space models
Parallel analysis approach for determining dimensionality in canonical correlation analysis
Canonical Correlation Analysis Using Small Number of Samples
A Comparison of Some Tests for Determining the Number of Nonzero Canonical Correlations
Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
Statistical inference for functional relationship between the specified and the remainder populations
Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size

This page was built for publication: TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3272285)