Inference on the Ranks of the Canonical Correlation Matrices for Elliptically Symmetric Populations.

Abstract

In this paper, the authors considered the likelihood ratio tests and some other tests for the ranks of the canonical correlation matrices when the underlying distributions are real and complex elliptically symmetric distributions. Also, asymptotic joint distributions of the eigenvalues of the sample canonical correlation matrices are derived under the assumptions mentioned above regarding the underlying distributions. Finally, applications of tests for the rank of the complex canonical correlation matrix in the area of time series in the frequency domain are discussed. Originator-supplied keywords: Asymptotic distributions, Complex distributions, Canonical correlations; Elliptical distribution; Time series.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1985
Accession Number
ADA158268

Entities

People

  • Jian Lin
  • Liqiang Wang
  • Paruchuri R. Krishnaiah

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Autonomy

DTIC Thesaurus Topics

  • Air Force
  • Classification
  • Correlation Analysis
  • Data Science
  • Eigenvalues
  • Frequency
  • Frequency Domain
  • Governments
  • Information Science
  • Multivariate Analysis
  • Scientific Research
  • Security
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics
  • Universities
  • Wishart Matrices

Fields of Study

  • Mathematics

Readers

  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms