2008 Volume 38 Issue 3 Pages 451-474
In canonical correlation analysis, canonical vectors are used in the interpretation of the canonical variables. We are interested in the asymptotic representation of the expectation, the variance and the distribution of the canonical vector. In this study, we derive the asymptotic distribution of the canonical vector under nonnormality. To obtain the asymptotic expansion of the canonical vector, we use a perturbation method. In addition, as an example, we show the asymptotic distribution with an elliptical population.