The likelihood ratio test for rank in bivariate canonical correlation analysis.

The likelihood-ratio test for the hypothesis that the smallest of two canonical correlations is zero is Bartlett adjustable. This theoretical property says that the moments of the test criterion and of a scaled version of the asymptotic distribution have the same second-order expansion. Simulations...

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Bibliographic Details
Main Author: Nielsen, B
Format: Journal article
Language:English
Published: Biometrika Trust 1999