Estimating functions of canonical correlation coefficients
dc.contributor.author | Muirhead, Robb J. | en_US |
dc.contributor.author | Leung, Pui Lam | en_US |
dc.date.accessioned | 2006-04-07T18:57:13Z | |
dc.date.available | 2006-04-07T18:57:13Z | |
dc.date.issued | 1985-10 | en_US |
dc.identifier.citation | Muirhead, Robb J., Leung, Pui Lam (1985/10)."Estimating functions of canonical correlation coefficients." Linear Algebra and its Applications 70(): 173-183. <http://hdl.handle.net/2027.42/25545> | en_US |
dc.identifier.uri | http://www.sciencedirect.com/science/article/B6V0R-45W3C4X-5M/2/f4221e36bc43f00812e8f95b963d296f | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/25545 | |
dc.description.abstract | Let [rho]21,...,[rho]2p be the squares of the population canonical correlation coefficients from a normal distribution. This paper is concerned with the estimation of the parameters [delta]1,...,[delta]p, where [delta]i = [rho]2i/(1 - [rho]2i), i = 1,...,p, in a decision theoretic way. The approach taken is to estimate a parameter matrix [Delta] whose eigenvalues are [delta]1,...,[delta]p, given a random matrix F whose eigenvalues have the same distribution as r2i/(1 - r2i), i = 1,...,p, where r1,...,rp are the sample canonical correlation coefficients. | en_US |
dc.format.extent | 513567 bytes | |
dc.format.extent | 3118 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Elsevier | en_US |
dc.title | Estimating functions of canonical correlation coefficients | en_US |
dc.type | Article | en_US |
dc.rights.robots | IndexNoFollow | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Statistics The University of Michigan Ann Arbor, Michigan 48109-1027 USA | en_US |
dc.contributor.affiliationum | Department of Statistics The University of Michigan Ann Arbor, Michigan 48109-1027 USA | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/25545/1/0000087.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/0024-3795(85)90050-3 | en_US |
dc.identifier.source | Linear Algebra and its Applications | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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