The effects on the distributions of sample canonical correlations under nonnormality
The effects on the distributions of sample canonical correlations under nonnormality
复制标题
非正态性下对样本典型相关分布的影响
DOI：
10.1080/03610929408831406
复制
发表时间：
1994
影响因子：
0.8
通讯作者：
Y. Fujikoshi
中科院分区：
文献类型：
--
作者：
T. Seo;T. Kanda;Y. Fujikoshi
本文研究了当总体正则关联很简单时，非正态分布对样本正则关联分布的影响。为了达到这一目的，我们导出了非正态总体下正则关联和个体正则关联的函数分布的渐近展开公式。我们特别讨论了样本正则关联在椭圆总体类下的分布。这些展开式是用微扰法给出的。并给出了仿真结果。
In this paper, we study the effects of nonnormality on the distributions of sample canonical correlations when the population canonical correlations are simple. In order to achieve the purpose, we derive asymptotic expansion formulas for the distributions of a function of the canonical correlations as well as the individual canonical correlations under nonnormal populations. We particularly discuss the distribution of sample canonical correlations under the class of elliptical population. These expansions are given by using a perturbation method. Simulation results are also given.