Inference for the invariance of canonical analysis under linear transformations |
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Authors: | Guy Martial Nkiet |
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Institution: | Département de Mathématiques et Informatique, Faculté des Sciences, Université des Sciences et Techniques de Masuku, BP 943 Franceville, Gabon |
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Abstract: | Using a recent result about the invariance problem in linear canonical analysis (LCA), we introduce a criterion by means of which one can see if this invariance holds when the related random vectors are transformed by linear maps. Then, the estimation of this criterion is considered as well as the problem of testing for invariance of LCA. Particularly, a new test for additional information in canonical analysis is proposed and simulations are used to gain understanding of the finite sample performance of this test and to compare it with the likelihood ratio test. |
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Keywords: | 62H20 62H15 |
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