Please use this identifier to cite or link to this item:
|Title:||A chi-square test for dimensionality with non-Gaussian data||Authors:||Bai, Z.D.
|Issue Date:||Jan-2004||Citation:||Bai, Z.D., He, X. (2004-01). A chi-square test for dimensionality with non-Gaussian data. Journal of Multivariate Analysis 88 (1) : 109-117. ScholarBank@NUS Repository. https://doi.org/10.1016/S0047-259X(03)00056-3||Abstract:||The classical theory for testing the null hypothesis that a set of canonical correlation coefficients is zero leads to a chi-square test under the assumption of multi-normality. The test has been used in the context of dimension reduction. In this paper, we study the limiting distribution of the test statistic without the normality assumption, and obtain a necessary and sufficient condition for the chi-square limiting distribution to hold. Implications of the result are also discussed for the problem of dimension reduction. © 2003 Elsevier Science (USA). All rights reserved.||Source Title:||Journal of Multivariate Analysis||URI:||http://scholarbank.nus.edu.sg/handle/10635/104923||ISSN:||0047259X||DOI:||10.1016/S0047-259X(03)00056-3|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Aug 19, 2019
WEB OF SCIENCETM
checked on Jul 9, 2019
checked on Aug 17, 2019
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.