JournalofMultivariateAnalysis114(2013)389–401
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JournalofMultivariateAnalysis
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Asymptoticpropertiesofcanonicalcorrelationanalysisforonegroup
withadditionalobservations
TomoyaYamada
FacultyofEconomics,SapporoGakuinUniversity,Bunkyodai11,su,Hokkaido,069-8555,Japan
articleinfo
Articlehistory:Wedevelopcanonicalcorrelationanalysisinthecontextoftwo-stepmonotoneincomplete
Received24May2011datadrawnfromNp+q(µ,6),amultivariatenormalpopulationwithmeanµand
Availableonline10August2012covariancematrix6.Ourdataconsistofnobservationsoneachgroupandanadditional
N−nobservationsononlyonegroup,whereallobservationsaremutuallyt.We
AMSsubjectclassifications:performthecanonicalcorrelationanalysisusingtheumlikelihoodestimators,with
62H20
themonotoneincompletedata,ofµand6.Further,wederivetheasymptoticexpansionof
62H10
thedistributionsofthecanonicalcorrelationsandthelimitingdistributionsofthecanonical
Keywords:vectors,andwecomparethemwiththeresultsofatypicalcanonicalcorrelation.
Canonicalcorrelation©2012ElsevierInc.
Canonicalvector
Monotoneincompletedata
Missingvalue
Asym
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