On estimating the dimensionality in canonical correlation analysis

DOI10.1006/JMVA.1997.1677MaRDI QIDQ1365555zbMATH OpenOpenAlexFDO

Authors Brenda K. Gunderson, Robb J. Muirhead

Publication date 9 November 1997

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1997.1677

zbMATH Keywords

likelihoodkurtosiselliptical distributionAkaike's information criterioncanonical correlation coefficient

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• scientific article; zbMATH DE number 3921765
• On estimation of the dimensionality in linear canonical analysis
• scientific article; zbMATH DE number 1850469
• Efficient dimensionality reduction for canonical correlation analysis
• Parallel analysis approach for determining dimensionality in canonical correlation analysis
• Multivariate association and dimension reduction: a generalization of canonical correlation analysis
• Determining the number of canonical correlation pairs for high-dimensional vectors
• On Measure Transformed Canonical Correlation Analysis
• Robust dimension reduction based on canonical correlation

Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3921765 (Why is no real title available?)
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Estimating the dimension of a model
• Estimation of dimensionality in canonical correlation analysis
• Inference in canonical correlation analysis
• ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS

Cited in

(23)

• Model selection for canonical correlation analysis
• Distributions and the Bootstrap Method of Some Statistics in Principal Canonical Correlation Analysis
• Canonical correlation analysis through linear modeling
• High-dimensional consistency of rank estimation criteria in multivariate linear model
• A long-run pure variance common features model for the common volatilities of the Dow Jones
• Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
• A Comparison of Some Tests for Determining the Number of Nonzero Canonical Correlations
• On estimating the dimensionality in discriminant analysis
• A Test Statistic in Canonical Correlation Analysis for Categorical Variables
• On the rank-deficient canonical correlation technique solved by analytic spectral decomposition
• Sketched approximation of regularized canonical correlation analysis
• Determination of cointegrating rank in fractional systems.
• How to estimate the correlation dimension of high-dimensional signals?
• A latent variable model for two-dimensional canonical correlation analysis and the variational inference
• Estimating functions of canonical correlation coefficients
• Canonical Correlation Analysis Using Small Number of Samples
• scientific article; zbMATH DE number 3921765 (Why is no real title available?)
• Parallel analysis approach for determining dimensionality in canonical correlation analysis
• Determining the number of canonical correlation pairs for high-dimensional vectors
• Consistency of log-likelihood-based information criteria for selecting variables in high-dimensional canonical correlation analysis under nonnormality
• On estimation of the dimensionality in linear canonical analysis
• More on restricted canonical correlations
• Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis

This page was built for publication: On estimating the dimensionality in canonical correlation analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1365555)