| Article ID: | iaor19981649 |
| Country: | Serbia |
| Volume: | 7 |
| Issue: | 2 |
| Start Page Number: | 267 |
| End Page Number: | 284 |
| Publication Date: | Jul 1997 |
| Journal: | Yugoslav Journal of Operations Research |
| Authors: | Momirovi Konstantin |
| Keywords: | statistics: inference |
A new procedure is proposed to estimate the real variance of canonical variables and real redundancy measures derived from the formal definition of the standardized variance of a linear combination of standardized variables. On the basis of thus defined variance estimates, a measure of real reliability and two measures of the lower bound to reliability are derived. The application of reliability measures to the determination of the number of important canonical variables is also considered.