THE NON-NULL DISTRIBUTION OF THE LIKELIHOOD RATIO CRITERION FOR ADDITIONAL INFORMATION HYPOTHESIS IN CANONICAL CORRELATION ANALYSIS

DOI10.14490/JJSS1995.26.91MaRDI QIDQ4715701zbMATH OpenOpenAlexFDO

Authors Akio Suzukawa, Yoshiharu Sato

Publication date 6 March 1997

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss1995.26.91

zbMATH Keywords

canonical correlation analysispower functionlikelihood ratio testasymptotic expansionscovariance structureexact moments

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(6)

• On invariance in canonical analysis with applications to covariate discriminant analysis
• A test for additional information in canonical correlation analysis
• Consistency of log-likelihood-based information criteria for selecting variables in high-dimensional canonical correlation analysis under nonnormality
• Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis
• Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications
• Inference for the invariance of canonical analysis under linear transformations.

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