IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v52y1995i2p325-337.html
   My bibliography  Save this article

The Effects of Nonnormality of Tests for Dimensionality in Canonical Correlation and MANOVA Models

Author

Listed:
  • Seo, T.
  • Kanda, T.
  • Fujikoshi, Y.

Abstract

In this paper we consider the usual test statistics for dimensionality in canonical correlation and MANOVA models for nonnormal populations. In order to know the effects of the null distributions of the test statistics when the populations depart from normality, perturbation expansions for test statistics are derived. The asymptotic expansions of the expectations of the test statistics are given under the class of elliptical populations. Further, modified test statistics with a better chi-squared approximation are proposed. Finally, numerical results by Monte Carlo simulations are presented.

Suggested Citation

  • Seo, T. & Kanda, T. & Fujikoshi, Y., 1995. "The Effects of Nonnormality of Tests for Dimensionality in Canonical Correlation and MANOVA Models," Journal of Multivariate Analysis, Elsevier, vol. 52(2), pages 325-337, February.
    • Handle: RePEc:eee:jmvana:v:52:y:1995:i:2:p:325-337
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(85)71017-2
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Šárka Hudecová & Miroslav Šiman, 2021. "Testing symmetry around a subspace," Statistical Papers, Springer, vol. 62(5), pages 2491-2508, October.
    2. Nkiet, Guy Martial, 2005. "On estimation of the dimensionality in linear canonical analysis," Statistics & Probability Letters, Elsevier, vol. 75(2), pages 103-112, November.
    3. Calinski, Tadeusz & Lejeune, Michel, 1998. "Dimensionality in Manova Tested by a Closed Testing Procedure," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 181-194, May.
    4. Boik, Robert J., 1998. "A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 244-276, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:52:y:1995:i:2:p:325-337. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.