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A test for additional information in canonical correlation analysis

  • Yasunori Fujikoshi
Article

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.

AMS 1980 subject classifications

Primary 62H15 secondary 62H10 

Key words and phrases

Canonical correlation analysis additional information likelihood ratio statistic null distribution discriminant analysis 

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Copyright information

© The Institute of Statistical Mathematics, Tokyo 1982

Authors and Affiliations

  • Yasunori Fujikoshi
    • 1
  1. 1.Hirosima universityHiroshimaJapan

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