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Decision-theoretic estimation of parameter matrices in manova and canonical correlations.

by Lo Tai-yan, Milton. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1995. / Includes bibliographical references (leaves 112-114). / Chapter 1 --- Preliminaries --- p.1 / Chapter 1.1 --- Introduction --- p.1 / Chapter 1.1.1 --- The Noncentral Multivariate F distribution --- p.2 / Chapter 1.1.2 --- The Central Problems and the Approach --- p.4 / Chapter 1.2 --- Concepts and Terminology --- p.7 / Chapter 1.3 --- Choice of Estimates --- p.10 / Chapter 1.4 --- Related Work --- p.11 / Chapter 2 --- Estimation of the noncentrality parameter of a Noncentral Mul- tivariate F distribution --- p.19 / Chapter 2.1 --- Unbiased and Linear Estimators --- p.19 / Chapter 2.1.1 --- The unbiased estimate --- p.20 / Chapter 2.1.2 --- The Class of Linear Estimates --- p.24 / Chapter 2.2 --- Optimal Linear Estimate --- p.32 / Chapter 2.3 --- Nonlinear Estimate --- p.34 / Chapter 2.4 --- Monte Carlo Simulation Study --- p.41 / Chapter 2.5 --- Evaluation and Further Investigation --- p.42 / Chapter 3 --- Estimation of Canonical Correlation Coefficients --- p.73 / Chapter 3.1 --- Preliminary --- p.73 / Chapter 3.2 --- The Estimation Problem --- p.76 / Chapter 3.3 --- Orthogonally Invariant Estimates --- p.77 / Chapter 3.3.1 --- The Unbiased Estimate --- p.78 / Chapter 3.3.2 --- The Class of Linear Estimates --- p.78 / Chapter 3.3.3 --- The Class of Nonlinear Estimates --- p.80 / Chapter 3.4 --- Monte Carlo Simulation Study --- p.87 / Chapter 3.5 --- Evaluation and Further Investigation --- p.89 / Chapter A --- p.104 / Chapter A.1 --- Lemma 3.2 --- p.104 / Chapter A.2 --- Theorem 3.3 Leung(1992) --- p.105 / Chapter A.3 --- The Noncentral F Identity --- p.106 / Chapter B --- Bibliography --- p.111

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_320554
Date January 1995
ContributorsLo, Tai-yan Milton., Chinese University of Hong Kong Graduate School. Division of Statistics.
PublisherChinese University of Hong Kong
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, ii, vi, 114 leaves : ill. ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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