Skip Navigation

Biometrika 2001 88(3):874-880; doi:10.1093/biomet/88.3.874
© 2001 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Nielsen, B.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Miscellaneous

Conditional test for rank in bivariate canonical correlation analysis

B.Nielsen1

1 Nuffield College, Oxford OX1 1NF, U.Kbent.nielsen{at}nuf.ox.ac.uk

The likelihood ratio test for the hypothesis that the smaller of two canonical correlations is zero is nonsimilar; the distribution of the test statistic depends on the value of the largest canonical correlation.In applications the nuisance parameter usually has to be estimated, and this paper describes the distributional properties of the test, conditional on the estimator. Although these properties depend on the nuisance parameter, the dependency seems to be negligible for practical purposes.

Key Words: Canonical correlation; Conditional test; Nonsimilar test; Nuisance parameter

Received December 1998. Revised February 2001


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.