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Some optimization problems with applications to canonical correlations and sphericity tests

✍ Scribed by C.G Khatri


Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
576 KB
Volume
8
Category
Article
ISSN
0047-259X

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We show the monotonic properties of canonical correlation coecients and the concaveΒ±convex properties of some of their functions with respect to some elements of the varianceΒ±covariance corresponding to them, and then use these results to discuss the monotonic and concaveΒ±convex properties of the re