Inference in canonical correlation analysis

William J. Glynn and Robb J. Muirhead

Journal of Multivariate Analysis, 1978, vol. 8, issue 3, 468-478

Abstract: The asymptotic behavior, for large sample size, is given for the distribution of the canonical correlation coefficients. The result is used to examine the Bartlett-Lawley test that the residual population canonical correlation coefficients are zero. A marginal likelihood function for the population coefficients is obtained and the maximum marginal likelihood estimates are shown to provide a bias correction.

Keywords: canonical; correlations; asymptotic; distributions (search for similar items in EconPapers)
Date: 1978
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Citations: View citations in EconPapers (5)

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