Again, in many applications, yt and xt would be measured in deviations from their sample means. Then all the sample canonical correlations can be calculated from∑yy,y 2xx as the procedures described orenAgain, in many applications, yt and xt would be measured in deviations from their sample means. Then all the sample canonical correlations can be calculated from Σˆ yy, Σˆ yx and Σˆ xx as the procedures described in Theorem 1. 4