Conditional 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 non-similar. This means that the distribution of the test statistic depends on a nuisance parameter: the value of the largest canonical correlation. If this parameter were known it would b...
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| Format: | Journal article |
| Language: | English |
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Biometrika Trust
2001
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