The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models

Seo, Kanda, Fujikoshi1995Plug-in asymptotics

Seo, Kanda & Fujikoshi (1995) — dimensionality tests under nonnormality

Result

null distributions of the dimensionality (rank) tests in CCA and MANOVA under nonnormal populations.

Use

the singular-IZI_Z endpoint of O7 (ηD=0\eta_D=0) is the dimensionality hypothesis; the plug-in is then Op(1/n)O_p(1/n), not Op(n−1/2)O_p(n^{-1/2}).

Verification

journal record (primary record); the 1994 companion's abstract read (5 Sep 2026).

T. Seo, T. Kanda, Y. Fujikoshi, J. Multivariate Anal. 52(2):325-337, 1995. The singular-I_Z endpoint as a dimensionality test. Registered 5 Sep 2026; journal record.

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