๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Asymptotic Theory for Canonical Correlation Analysis

โœ Scribed by T.W. Anderson

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
207 KB
Volume
70
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

โœฆ Synopsis

The asymptotic distribution of the sample canonical correlations and coefficients of the canonical variates is obtained when the nonzero population canonical correlations are distinct and sampling is from the normal distribution. The asymptotic distributions are also obtained for reduced rank regression when one set of variables is treated as independent (stochastic or nonstochastic) and the other set as dependent. Earlier work is corrected.

๐Ÿ“œ SIMILAR VOLUMES

Asymptotic Distribution of Restricted Ca
Asymptotic Distribution of Restricted Canonical Correlations and Relevant Resampling Methods
โœ Shubhabrata Das; Pranab Kumar Sen ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 780 KB

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 meth