Premium
A Note on the Canonical Correlations From Contingency Tables
Author(s) -
O'Neill M. E.
Publication year - 1981
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1981.tb00761.x
Subject(s) - wishart distribution , contingency table , mathematics , canonical correlation , zero (linguistics) , canonical form , matrix (chemical analysis) , pure mathematics , combinatorics , statistics , multivariate statistics , philosophy , linguistics , materials science , composite material
Summary Explicit formulae are obtained for the asymptotic variances and covariances of canonical correlations which correspond to non‐zero theoretical correlations in ( p + 1) x ( q +1) contingency tables, with p ≤ q . The moments of the roots of a central Wishart matrix distributed as Wp( q ; I ) are also given in general, with means, variances and covariances tabulated for p = 2, 3, 4: these may apply to canonical correlations corresponding to zeros.