Estimation of dimensionality in canonical correlation analysis

DOI10.1093/BIOMET/66.2.345MaRDI QIDQ4194298zbMATH OpenOpenAlexFDO

Authors Yasunori Fujikoshi, L. G. Veitch

Publication date 1979

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/66.2.345

zbMATH Keywords

Canonical Correlation AnalysisCp StatisticEstimation of DimensionalityMonte Carlo ComparisonMultivariate Analysis of VarianceSequential Bartlett-Lawley Test Procedure

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10) Sequential statistical analysis (62L10)

Cited in

(16)

• Dimensionality in MANOVA tested by a closed testing procedure.
• On estimating the dimensionality in canonical correlation analysis
• Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications
• Determination of cointegrating rank in fractional systems.
• Determining the number of canonical correlation pairs for high-dimensional vectors
• On estimation of the dimensionality in linear canonical analysis
• Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression
• Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
• High-dimensional consistency of rank estimation criteria in multivariate linear model
• Direction and collinearity factors of wilks‘s a - a review
• Tests of dimensionality in multivariate analysis of variance
• On estimating the dimensionality in discriminant analysis
• Parallel analysis approach for determining dimensionality in canonical correlation analysis
• A Comparison of Some Tests for Determining the Number of Nonzero Canonical Correlations
• Model selection for canonical correlation analysis
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi

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