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

DOI10.1016/0024-3795(92)90210-2zbMath0766.62032OpenAlexW1992610627MaRDI QIDQ1200568

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

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)

Related Items (6)

Affine equivariant multivariate rank methods ⋮ On the rank-deficient canonical correlation technique solved by analytic spectral decomposition ⋮ Comment on range invariance of matrix products ⋮ The BLUE's covariance matrix revisited: A review ⋮ Canonical correlation analysis with linear constraints ⋮ Canonical correlations in multi-way layout

Cites Work

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