Decision theoretic estimation of functions of the canonical correlation coefficients

DOI10.1080/03610929608831815MaRDI QIDQ4337244zbMATH OpenOpenAlexFDO

Authors Milton Lo, Pui Lam Leung

Publication date 13 January 1999

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929608831815

zbMATH Keywords

estimation of eigenvaluesorthogonally invariant estimatorsnoncentrality matrixnoncentral multivariate F identity

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical decision theory (62C99)

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Cites work

• scientific article; zbMATH DE number 889600 (Why is no real title available?)
• scientific article; zbMATH DE number 3390165 (Why is no real title available?)
• A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution
• Estimating functions of canonical correlation coefficients
• Estimation of eigenvalues of the scale matrix of the multivariate f distribution
• Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis
• Improved estimation of functions of the canonical correlation coefficients

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(5)

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• Статистическая оценка множества существенных аргументов двоичной вектор-функции с искаженными значениями
• Estimating functions of canonical correlation coefficients
• A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models

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