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Asymptotic Distribution of Restricted Canonical Correlations and Relevant Resampling Methods

โœ Scribed by Shubhabrata Das; Pranab Kumar Sen


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
780 KB
Volume
56
Category
Article
ISSN
0047-259X

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โœฆ 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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