Asymptotic Distributions of Latent Roots in Canonical Correlation Analysis and in Discriminant Analysis with Applications, to Testing and Estimation.
YALE UNIV NEW HAVEN CONN DEPT OF STATISTICS
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The principal aim of this research is to derive asymptotic expansions for the distributions of latent roots which occur in canonical correlation analysis and in discriminant analysis. The results are used to obtain estimates of the population roots and to study tests that some of the population roots are zero.
- Statistics and Probability