## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 42, Number 2 (1971), 526-537.

### Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics

#### Abstract

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.

#### Article information

**Source**

Ann. Math. Statist., Volume 42, Number 2 (1971), 526-537.

**Dates**

First available in Project Euclid: 27 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aoms/1177693403

**Digital Object Identifier**

doi:10.1214/aoms/1177693403

**Mathematical Reviews number (MathSciNet)**

MR286215

**Zentralblatt MATH identifier**

0226.62052

**JSTOR**

links.jstor.org

#### Citation

Lee, Yoong-Sin. Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics. Ann. Math. Statist. 42 (1971), no. 2, 526--537. doi:10.1214/aoms/1177693403. https://projecteuclid.org/euclid.aoms/1177693403