کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10525007 957876 2005 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
New estimator for functions of the canonical correlation coefficients
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
New estimator for functions of the canonical correlation coefficients
چکیده انگلیسی
Let ρ1,…,ρp be the population canonical correlation coefficients from a normal distribution. This paper considers the estimation of δ1,…,δp, where δi=ρi2/(1−ρi2),i=1,…,p, in a decision theoretic way. Since the distribution of δi's is complicated, two-staged estimation has been a usual method so far; i.e., first find a good estimator of a matrix whose eigenvalues are the δi's, then use its eigenvalues as the estimators of δi's. In this paper we directly estimate δi's and evaluate the estimators with respect to a quadratic loss function. We propose a new class of estimators and prove its dominance over the usual estimator.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 131, Issue 1, 1 April 2005, Pages 41-61
نویسندگان
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