A note on multiple and canonical correlation for a singular covariance matrix

DOI10.1007/BF02296970zbMath0381.62048MaRDI QIDQ1248305

Chinubal G. Khatri

Publication date: 1976

Published in: Psychometrika (Search for Journal in Brave)

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (15)

Orthogonality in multiway classifications ⋮ Study of redundancy of vector variables in canonical correlations ⋮ The BLUE's covariance matrix revisited: A review ⋮ Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix ⋮ Canonical correlation analysis with linear constraints ⋮ Two-Step Hypothesis Testing When the Number of Variables Exceeds the Sample Size ⋮ A note on the cross-covariance operator and on congruence relations for Hilbert space valued stochastic processes ⋮ Unit canonical correlations and high-dimensional discriminant analysis ⋮ Spectrum and trace invariance criterion and its statistical applications ⋮ Relationships between redundancy analysis, canonical correlation, and multivariate regression ⋮ Geometry in Canonical Correlations ⋮ Canonical correlations in multi-way layout ⋮ Some properties of BLUE in a linear model and canonical correlations associated with linear transformations ⋮ A generalized method of image analysis from an intercorrelation matrix which may be singular ⋮ Generalized inverses of partitioned matrices useful in statistical applications

Cites Work

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• Obtaining squared multiple correlations from a correlation matrix which may be singular
• Quadratic Forms and Idempotent Matrices with Random Elements

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