Journal of the Japan Statistical Society, Japanese Issue
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
POWER COMPARISON OF LAWLEY-HOTELLING TYPE CRITERION WITH OTHERS IN CANONICAL CORRELATION ANALYSIS
Kenji UshizawaTakakazu Sugiyama
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1994 Volume 24 Issue 2 Pages 151-155

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Abstract

The power of Lawley-Hotelling (LH) type criterion is compared with those of likelihood ratio (LR) type, Bartlett-Nanda-Pillai's (BNP) type and largest root criteria. When the sample size is not so large, the power of LH criterion is locally optimum. However, when sample size is large, the power of LH is almost equivalent to that of LR type or BNP type criterion.

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