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

robustness likelihood ratio test elliptical distribution sphericity test canonical correlation coefficient nonnormal populations test 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)

Cited In (66)

Testing homogeneity between redundancy indices for elliptic distributions
On variance of sample matrix eigenvalue
Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions
The effects on the distributions of sample canonical correlations under nonnormality
Canonical correlation analysis for elliptical copulas
On the permutation test in canonical correlation analysis
Vector correlation for elliptical distributions
Identification of inconsistent variates in factor analysis
Robust statistics for test-of-independence and related structural models
Some correlation tests for vectors of large dimension
A procedure for assessing vector correlations
Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
A local parameterization of orthogonal and semi-orthogonal matrices with applications
Evaluating latent and observed factors in macroeconomics and finance
On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
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
On the distribution of the function of the F-matrix under an elliptical population
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
Upper Limits for Criteria for Tests of Dimensionality Under Elliptical Populations
Invariant Polynomials and Related Tests
Testing the equality of several intraclass correlation coefficients
Noncausal vector autoregression
A model for perturbed production or measurement processes involving compound normal distributions
Nonparametric tests of independence between random vectors
Optimal tests for homogeneity of covariance, scale, and shape
On normal theory based inference for multilevel models with distributional violations
On estimating the dimensionality in canonical correlation analysis
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
Robustness Properties of the Pitman–Morgan Test
Testing equality of covariance matrices when data are incomplete
Inference on the shape of elliptical distributions based on the MCD
A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods
Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
Copula structure analysis
Inferences on correlation coefficients in some classes of nonnormal distributions
Dimension reduction based on constrained canonical correlation and variable filtering
Testing for Common Principal Components under Heterokurticity
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
Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications
Principal components in the nonnormal case: The test of equality of q roots
On estimation of the dimensionality in linear canonical analysis
High-dimensional rank tests for sphericity
Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented
Tests and estimates of shape based on spatial signs and ranks
Power Function Studies
A family of estimators for multivariate kurtosis in a nonnormal linear regression model
Some tests for the equality of covariance matrices
Optimal rank-based tests for common principal components
Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality

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