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Conditional 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 non-similar. This means that the distribution of the test statistic depends on a nuisance parameter: the value of the largest canonical correlation. If this parameter were known it would be possible to construct a test with a desired size. However, in applications the nuisance parameter is usually estimated. It is therefore of interest to evaluate the distributional properties...

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Publisher copy:
10.1093/biomet/88.3.874

Authors


Publisher:
Biometrika Trust
Journal:
Biometrika More from this journal
Volume:
88
Issue:
3
Pages:
874 - 880
Publication date:
2001-01-01
DOI:
ISSN:
0006-3444
Language:
English
UUID:
uuid:aa9533d9-f340-494a-ac4c-e9a233852d48
Local pid:
oai:economics.ouls.ox.ac.uk:14474
Deposit date:
2011-08-16

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