A SOR-like AVM for the maximal correlation problem

DOI10.3934/MATH.2018.1.253zbMath1433.62150OpenAlexW2800996240WikidataQ129967757 ScholiaQ129967757MaRDI QIDQ2335269

Jun He

Publication date: 14 November 2019

Published in: AIMS Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/math.2018.1.253

zbMATH Keywords

convergencemultivariate statisticspower methodglobal maximizermaximal correlation problemmultivariate eigenvalue problem

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Numerical mathematical programming methods (65K05) Eigenvalues, singular values, and eigenvectors (15A18) Iterative numerical methods for linear systems (65F10)

Cites Work

• Unnamed Item
• An alternating variable method for the maximal correlation problem
• Towards the global solution of the maximal correlation problem
• Relations among \(m\) sets of measures
• Global optimality of the successive Maxbet algorithm
• Computing absolute maximum correlation
• On a Multivariate Eigenvalue Problem, Part I: Algebraic Theory and a Power Method
• RELATIONS BETWEEN TWO SETS OF VARIATES

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