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A test for additional information in canonical correlation analysis

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Summary

In canonical correlation analysis a hypothesis concerning the relevance of a subset of variables from each of the two given variable sets is formulated. The likelihood ratio statistic for the hypothesis and an asymptotic expansion for its null distribution are obtained. In discriminant analysis various alternative forms of a hypothesis concerning the relevance of a specified variable subset are also discussed.

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Authors and Affiliations

  1. Hirosima university, Hiroshima, Japan

    Yasunori Fujikoshi

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  1. Yasunori Fujikoshi
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Fujikoshi, Y. A test for additional information in canonical correlation analysis. Ann Inst Stat Math 34, 523–530 (1982). https://doi.org/10.1007/BF02481050

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  • DOI: https://doi.org/10.1007/BF02481050

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