THE EFFICIENCY OF THE ASYMPTOTIC EXPANSION OF THE DISTRIBUTION OF THE CANONICAL VECTOR UNDER NONNORMALITY

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概要

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• In canonical correlation analysis, canonical vectors are used in the interpretation of the canonical variables. We are interested in the asymptotic representation of the expectation, the variance and the distribution of the canonical vector. In this study, we derive the asymptotic distribution of the canonical vector under nonnormality. To obtain the asymptotic expansion of the canonical vector, we use a perturbation method. In addition, as an example, we show the asymptotic distribution with an elliptical population.

• 一般社団法人日本統計学会の論文

著者

• Yamada Tomoya

  Faculty Of Economics Sapporo Gakuin University

関連論文

• DISTRIBUTIONS AND THE BOOTSTRAP METHOD OF SOME STATISTICS IN PRINCIPAL CANONICAL CORRELATION ANALYSIS
• THE EFFICIENCY OF THE ASYMPTOTIC EXPANSION OF THE DISTRIBUTION OF THE CANONICAL VECTOR UNDER NONNORMALITY

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