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The Effects of Nonnormality of Tests for Dimensionality in Canonical Correlation and MANOVA Models

✍ Scribed by T. Seo; T. Kanda; Y. Fujikoshi

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
415 KB
Volume
52
Category
Article
ISSN
0047-259X

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✦ Synopsis

In this paper we consider the usual test statistics for dimensionality in canonical correlation and MANOVA models for nonnormal populations. In order to know the effects of the null distributions of the test statistics when the populations depart from normality, perturbation expansions for test statistics are derived. The asymptotic expansions of the expectations of the test statistics are given under the class of elliptical populations. Further, modified test statistics with a better chisquared approximation are proposed. Finally, numerical results by Monte Carlo simulations are presented. 1995 Academic Press, Inc.

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