Two-step monotone incomplete dataに対する正準相関分析とその分布について(セッション4B)

概要

論文の詳細を見る
We establish the canonical correlation analysis in the context of two-step monotone incomplete data drawn from N_<p+q>(μ,Σ), a multivariate normal population with mean μ and covariance matrix Σ. On the basis of data consisting of n observations on all p+q characteristics and an additional N-n observations on the last q characteristics, where all observations are mutually independent, we consider the canonical correlation analysis between the first p characteristics and the last q characteristics, derive the asymptotic expansion of the distribution of the canonical correlations and compare the result of the usual canonical correlation analysis.
2009-11-07