The Structure of Ellipsoidal Distributions I. Canonical Analysis

DOI10.1002/BIMJ.4710260717MaRDI QIDQ3680089zbMATH OpenOpenAlexFDO

Authors Donald R. Jensen

Publication date 1984

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.4710260717

zbMATH Keywords

departures from ellipsoidal symmetrydistribution of the standardized canonical variablesdomains of attraction to ellipsoidal stable lawsjoint distribution of the squared sample canonical correlationslarge sample approximationsrobustness

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3466352 (Why is no real title available?)
• ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
• RELATIONS BETWEEN TWO SETS OF VARIATES
• THE SAMPLING DISTRIBUTION OF SOME STATISTICS OBTAINED FROM NON‐LINEAR EQUATIONS

Cited in

(12)

• Elliptical multivariate analysis
• Moments and distributions of certain multivariate test criteria in the canonical correlation case under violation
• Robustness of correlation coefficient and variance ratio under elliptical symmetry
• Asymptotic study of canonical analysis
• A Representation for Ellipsoidal Distributions
• scientific article; zbMATH DE number 4137194 (Why is no real title available?)
• On concentration and inertia ellipsoids
• The Structure of Ellipsoidal Distributions, II. Principal Components
• scientific article; zbMATH DE number 4034853 (Why is no real title available?)
• The effects on the distributions of sample canonical correlations under nonnormality
• Monotonicity of the power function and unbiasedness of some likelihood ratio tests
• General canonical correlations with applications to group symmetry models

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