Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
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(70)- Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
- Some tests for the equality of covariance matrices
- Canonical correlation analysis for elliptical copulas
- The effects on the distributions of sample canonical correlations under nonnormality
- On the permutation test in canonical correlation analysis
- Identification of inconsistent variates in factor analysis
- Vector correlation for elliptical distributions
- Robust statistics for test-of-independence and related structural models
- A procedure for assessing vector correlations
- Some correlation tests for vectors of large dimension
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
- Testing homogeneity between redundancy indices for elliptic distributions
- Evaluating latent and observed factors in macroeconomics and finance
- A local parameterization of orthogonal and semi-orthogonal matrices with applications
- On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
- On the distribution of the function of the F-matrix under an elliptical population
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
- Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
- Estimation and inference for dependence in multivariate data
- Optimal rank-based testing for principal components
- Canonical correlation for stochastic processes
- A long-run pure variance common features model for the common volatilities of the Dow Jones
- On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
- On the cumulants of affine equivariant estimators in elliptical families
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
- Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
- Tests of zero correlation using modified RV coefficient for high-dimensional vectors
- On some tests of the covariance matrix under general conditions
- Testing the equality of several intraclass correlation coefficients
- Upper Limits for Criteria for Tests of Dimensionality Under Elliptical Populations
- Invariant Polynomials and Related Tests
- Noncausal vector autoregression
- A model for perturbed production or measurement processes involving compound normal distributions
- Adjusted location-invariant U-tests for the covariance matrix with elliptically high-dimensional data
- On variance of sample matrix eigenvalue
- Optimal tests for homogeneity of covariance, scale, and shape
- Nonparametric tests of independence between random vectors
- Rank tests for PCA under weak identifiability
- On normal theory based inference for multilevel models with distributional violations
- Adaptive sphericity tests for high dimensional data
- Testing for common principal components under heterokurticity
- On estimating the dimensionality in canonical correlation analysis
- Model-free inference for characterizing protein mutations through a coevolutionary lens
- Structural equation modeling with heavy tailed distributions
- The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
- Testing symmetry around a subspace
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
- Asymptotic study of eigenelements of a sequence of random selfadjoint operators
- Testing equality of covariance matrices when data are incomplete
- Robustness Properties of the Pitman–Morgan Test
- A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods
- Inference on the shape of elliptical distributions based on the MCD
- Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
- Inferences on correlation coefficients in some classes of nonnormal distributions
- Copula structure analysis
- Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions
- Dimension reduction based on constrained canonical correlation and variable filtering
- Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
- Asymptotic theory of multiple-set linear canonical analysis
- Robust tests for the common principal components model
- Principal components in the nonnormal case: The test of equality of q roots
- Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications
- High-dimensional rank tests for sphericity
- On estimation of the dimensionality in linear canonical analysis
- Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented
- A family of estimators for multivariate kurtosis in a nonnormal linear regression model
- Tests and estimates of shape based on spatial signs and ranks
- Power Function Studies
- Optimal rank-based tests for common principal components
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