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The likelihood ratio test for rank in bivariate canonical correlation analysis.

Abstract:

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 ...

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Publisher copy:
10.1093/biomet/86.2.279

Authors


Bent Nielsen More by this author
Journal:
Biometrika
Volume:
86
Issue:
2
Publication date:
1999
DOI:
URN:
uuid:647ada87-a301-40bd-a9bb-4839074ffb15
Local pid:
oai:economics.ouls.ox.ac.uk:14483
Language:
English

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