Determining the number of canonical correlation pairs for high-dimensional vectors
DOI10.1007/s10463-020-00776-xzbMath1469.62272OpenAlexW3131919237MaRDI QIDQ2042287
Publication date: 28 July 2021
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-020-00776-x
high dimensionalitycanonical correlation matrixbreast cancer dataseteigenvalue-based ridge ratiosthe number of canonical correlation pairs
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20)
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