Computable Error Bounds for High-Dimensional Approximations of an LR Statistic for Additional Information in Canonical Correlation Analysis

DOI10.1137/S0040585X97T98854XzbMath1390.62106OpenAlexW2803772515WikidataQ129796372 ScholiaQ129796372MaRDI QIDQ4641658

Yasunori Fujikoshi, Hirofumi Wakaki

Publication date: 18 May 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t98854x

zbMATH Keywords

error boundsasymptotic expansionscanonical correlation analysisredundancyhigh-dimensional data

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items

Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis

Cites Work

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