✦ LIBER ✦

Asymptotic Distribution of Restricted Canonical Correlations and Relevant Resampling Methods

✍ Scribed by Shubhabrata Das; Pranab Kumar Sen

Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 780 KB
Volume: 56
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.1996.0001

No coin nor oath required. For personal study only.

✦ Synopsis

As restricted canonical correlation with a nonnegativity condition on the coefficients depend only on the covariance matrix, their sample counterparts can be obtained from the sample covariance matrix. For such estimators, asymptotic normality results are established, and the role of resampling methods in this context is critically examined. The effectiveness of the usual jackknife and bootstrap methods is studied analytically, and the findings are supplemented by numerical studies.

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