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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