Estimating functions of canonical correlation coefficients

Let ρ²₁,…,ρ²_p be the squares of the population canonical correlation coefficients from a normal distribution. This paper is concerned with the estimation of the parameters δ₁,…,δ_p, where $\text{δ}{}_{\mathrm{i}}\text{=}\text{ρ}{}^2{}_{\mathrm{i}}\text{(1 ? ρ}{}^2{}_{\mathrm{i}}\text{)}$, i = 1,…,p, in a decision theoretic way. The approach taken is to estimate a parameter matrix Δ whose eigenvalues are δ₁,…,δ_p, given a random matrix F whose eigenvalues have the same distribution as $\text{r}{}^2{}_{\mathrm{i}}\text{(1 ? r}{}^2{}_{\mathrm{i}}\text{)}$, i = 1,…,p, where r₁,…,r_p are the sample canonical correlation coefficients.