Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
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Publication:3894790
DOI10.1093/biomet/67.1.31zbMath0448.62037MaRDI 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
robustness; likelihood ratio test; sphericity test; elliptical distribution; canonical correlation coefficient; nonnormal populations; test for covariance matrices
62E20: Asymptotic distribution theory in statistics
62H15: Hypothesis testing in multivariate analysis
62H20: Measures of association (correlation, canonical correlation, etc.)
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