The likelihood-ratio test for the hypothesis that the smallest of two canonical correlations is zero is Bartlett adjustable. This theoretical property says that the moments of the test criterion and of a scaled version of the asymptotic distribution have the same second-order expansion. Simulations show that scaling with the exact expectation improves the asymptotic distribution, but the expectation is approximated poorly by its second-order expansion. This can be explained by the asymptotic ...Expand abstract
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The likelihood ratio test for rank in bivariate canonical correlation analysis.
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