Recurrence formulae for the density function and the probability integral of the multiple correlation coefficient from a normal sample are obtained. When the number of independent variates is odd ...
Canonical correlation was developed by Hotelling (1935, 1936). Its application is discussed by Cooley and Lohnes (1971), Kshirsagar (1972), and Mardia, Kent, and Bibby (1979). It is a technique for ...
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