On the General Canonical Correlation Distribution
نویسندگان
چکیده
منابع مشابه
The convergence of the empirical distribution of canonical correlation coefficients
Suppose that {Xjk, j = 1, · · · , p1; k = 1, · · · , n} are independent and identically distributed (i.i.d) real random variables with EX11 = 0 and EX 2 11 = 1, and that {Yjk, j = 1, · · · , p2; k = 1, · · · , n} are i.i.d real random variables with EY11 = 0 and EY 2 11 = 1, and that {Xjk, j = 1, · · · , p1; k = 1, · · · , n} are independent of {Yjk, j = 1, · · · , p2; k = 1, · · · , n}. This p...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1958
ISSN: 0003-4851
DOI: 10.1214/aoms/1177706447