An Application of Information Theory to Multivariate Analysis, II

• 1 March 1956
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 27  (1) , 122-146
• https://doi.org/10.1214/aoms/1177728353

Abstract

Keywords

• ASYMPTOTIC DISTRIBUTION
• INFORMATION THEORY
• MULTIVARIATE NORMAL
• MULTIVARIATE ANALYSIS
• UNBIASED ESTIMATOR
• PRINCIPAL COMPONENT
• CANONICAL CORRELATION
• DISCRIMINANT ANALYSIS