Inference in canonical correlation analysis

The asymptotic behavior, for large sample size, is given for the distribution of the canonical correlation coefficients. The result is used to examine the Bartlett-Lawley test that the residual population canonical correlation coefficients are zero. A marginal likelihood function for the population coefficients is obtained and the maximum marginal likelihood estimates are shown to provide a bias correction.

MoreLess

Year of publication:	1978
Authors:	Glynn, William J. ; Muirhead, Robb J.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 8.1978, 3, p. 468-478
Publisher:	Elsevier
Subject:	canonical correlations asymptotic distributions

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221737