Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix

DOI10.1016/0024-3795(92)90210-2zbMATH Open0766.62032OpenAlexW1992610627MaRDI QIDQ1200568FDOQ1200568

Authors: Jerzy K. Baksalary, Simo Puntanen, Haruo Yanai 

Publication date: 16 January 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(92)90210-2

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zbMATH Keywords

dispersion matrixnumber of unit canonical correlationssymmetric reflexive generalized inverse

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Basic linear algebra (15A99)

Cites Work

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• General definition and decomposition of projectors and some applications to statistical problems
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• Canonical correlations of past and future for time series: Definitions and theory
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• Range invariance of certain matrix products
• Some properties of BLUE in a linear model and canonical correlations associated with linear transformations
• A note on multiple and canonical correlation for a singular covariance matrix
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Cited In (9)

• On the rank-deficient canonical correlation technique solved by analytic spectral decomposition
• The BLUE's covariance matrix revisited: A review
• General canonical correlations with applications to group symmetry models
• Canonical correlations in multi-way layout
• Affine equivariant multivariate rank methods
• Canonical correlation analysis with linear constraints
• Understanding Canonical Correlation through the General Linear Model and Principal Components
• Comment on range invariance of matrix products
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