Asymptotic Representations of the Densities of Canonical Correlations and Latent Roots in MANOVA When the Population Parameters Have Arbitrary Multiplicity
总体参数具有任意重数时典型相关与MANOVA特征根密度的渐近表示
Asymptotic representations of the joint densities of the canonical correlation coefficients, calculated from a sample from a multivariate normal population, and of the latent roots of $B(B + W)^{-1},$ where $B$ is $W_p(n_1, \Sigma, \Omega)$ and $W$ is $W_p(n_2, \Sigma),$ are obtained by deriving asymptotic representations of the hypergeometric functions in the joint densities. The results hold in the first case for large sample size and arbitrary values of the population…