ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS
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Publication:5843643
Cited in
(16)- Local canonical correlation coefficients and canonical variables of groups of random variables
- On two-stage estimate based on independent estimate of covariance matrix
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
- Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations
- Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented
- Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
- Constrained probability distributions of correlation functions
- The likelihood ratio tests for the dimensionality of regression coefficients
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi
- On estimating the dimensionality in canonical correlation analysis
- Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
- On the high intensity limit of interacting corpora
- Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
- Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications
- Inference about long run canonical correlations
- scientific article; zbMATH DE number 3843033 (Why is no real title available?)
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