On estimating the dimensionality in canonical correlation analysis

DOI10.1006/JMVA.1997.1677zbMATH Open0874.62066OpenAlexW2070816091MaRDI QIDQ1365555FDOQ1365555

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

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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)

Cites Work

• Estimating the dimension of a model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation of dimensionality in canonical correlation analysis
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Inference in canonical correlation analysis
• ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS

Cited In (21)

• On the rank-deficient canonical correlation technique solved by analytic spectral decomposition
• Determining the number of canonical correlation pairs for high-dimensional vectors
• Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
• A Comparison of Some Tests for Determining the Number of Nonzero Canonical Correlations
• How to estimate the correlation dimension of high-dimensional signals?
• Title not available (Why is that?)
• 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
• A long-run pure variance common features model for the common volatilities of the Dow Jones
• On estimating the dimensionality in discriminant analysis
• Determination of cointegrating rank in fractional systems.
• More on restricted canonical correlations
• Canonical Correlation Analysis Using Small Number of Samples
• A latent variable model for two-dimensional canonical correlation analysis and the variational inference
• Distributions and the Bootstrap Method of Some Statistics in Principal Canonical Correlation Analysis
• Parallel analysis approach for determining dimensionality in canonical correlation analysis
• Model selection for canonical correlation analysis
• Estimating functions of canonical correlation coefficients
• A Test Statistic in Canonical Correlation Analysis for Categorical Variables
• On estimation of the dimensionality in linear canonical analysis
• Sketched approximation of regularized canonical correlation analysis

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