Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations

DOI10.1093/biomet/67.1.31zbMath0448.62037OpenAlexW1973051875MaRDI QIDQ3894790

Robb J. Muirhead, Christine M. Waternaux

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/67.1.31

zbMATH Keywords

robustnesslikelihood ratio testsphericity testelliptical distributioncanonical correlation coefficientnonnormal populationstest for covariance matrices

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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