The Annals of Mathematical Statistics

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

Yoong-Sin Lee

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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


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