文章基本信息

标题：THE NON-NULL DISTRIBUTION OF THE LIKELIHOOD RATIO CRITERION FOR ADDITIONAL INFORMATION HYPOTHESIS IN CANONICAL CORRELATION ANALYSIS
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作者：Akio Suzukawa ; Yoshiharu Sato
期刊名称：JOURNAL OF THE JAPAN STATISTICAL SOCIETY
印刷版ISSN：1882-2754
电子版ISSN：1348-6365
出版年度：1996
卷号：26
期号：1
页码：91-100
DOI：10.14490/jjss1995.26.91
出版社：JAPAN STATISTICAL SOCIETY
摘要：This paper deals with the likelihood ratio test for a hypothesis concerning the relevance of a subset of variables from each of two given variable sets in a canonical correlation analysis (CCA). This hypothesis can be considered as having two conditions for the covariance structure. Assuming that one of these two conditions holds, we obtain the exact moments of the likelihood ratio criterion and the asymptotic expansions of the power function of the likelihood ratio test.