Inference for the invariance of canonical analysis under linear transformations

Guy Martial Nkiet

Journal of Multivariate Analysis, 2003, vol. 84, issue 1, 1-18

Abstract: Using a recent result about the invariance problem in linear canonical analysis (LCA), we introduce a criterion by means of which one can see if this invariance holds when the related random vectors are transformed by linear maps. Then, the estimation of this criterion is considered as well as the problem of testing for invariance of LCA. Particularly, a new test for additional information in canonical analysis is proposed and simulations are used to gain understanding of the finite sample performance of this test and to compare it with the likelihood ratio test.

Keywords: Canonical; analysis; Invariance; Test; Additional; information (search for similar items in EconPapers)
Date: 2003
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(02)00011-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:84:y:2003:i:1:p:1-18

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().