Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics
Lee, Yoong-Sin
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 526-537 / Harvested from Project Euclid
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The sample canonical correlations between two sets of variates are given a representation as the roots of a determinantal equation involving independent matrix variates having simple standardized distributions. This result is applied to obtain asymptotic formulas for the non-null distributions of three criteria for testing the hypothesis of independence of two sets of variates.
Publié le : 1971-04-14
Classification:  
@article{1177693403,
     author = {Lee, Yoong-Sin},
     title = {Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 526-537},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693403}
}

Lee, Yoong-Sin. Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  526-537. http://gdmltest.u-ga.fr/item/1177693403/