Skip to main content
SpringerLink
Log in

Extremes of ratios of determinants and canonical correlation variables

  • Published:
Acta Mathematicae Applicatae Sinica Aims and scope Submit manuscript

Abstract

This article develops some extremes of the ratios of determinants. The results are the multivariate extensions of the extremes of quadratic forms, and can be applied to finding the canonical correlation variables of two random vectors. Hence a group of canonical correlation variables is a solution of the extreme of the ratio of determinants.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. G. A. F Seber, Multivariate observations, Wiley, New York, 1984.

    Google Scholar 

  2. C. R. Rao, Separation Theorem for Singular Values of Matrices and their Applications in Multivariate Analysis,Journal of Multivariate Analysis,9(1979), 362–377.

    Article  Google Scholar 

  3. C. R. Rao, Linear Statistical Inference and Its Applications, 2nd ed. Wiley, New York, 1973.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Zhejiang University, Hangzhou

    Lin Chuntu

Authors
  1. Lin Chuntu
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

About this article

Cite this article

Lin, C. Extremes of ratios of determinants and canonical correlation variables. Acta Mathematicae Applicatae Sinica 7, 272–278 (1991). https://doi.org/10.1007/BF02005975

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02005975

Keywords

Search

Navigation