Latent models for cross-covariance

DOI10.1016/J.JMVA.2004.11.009MaRDI QIDQ2581512zbMATH OpenOpenAlexFDO

Authors Jacob A. Wegelin, Asa Packer, Thomas S. Richardson

Publication date 10 January 2006

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

Full work available at URL http://hdl.handle.net/1773/8982

zbMATH Keywords

Canonical correlationLatent variablesPartial least squaresReduced-rank regressionSingular value decomposition

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• Ancestral graph Markov models.
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• Graphical Identifiability Criteria for Total Effects in Studies with an Unobserved Response Variable
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• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• scientific article; zbMATH DE number 1493045 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Matrix Analysis
• Miscellanea. Identification of a single-factor model using graphical Gaussian rules
• Miscellanea. On the identification of a single-factor model with correlated residuals
• Numerical Methods for Computing Angles Between Linear Subspaces
• RELATIONS BETWEEN TWO SETS OF VARIATES

Cited in

(6)

• Dimension in latent variable models.
• A latent variable model for two-dimensional canonical correlation analysis and the variational inference
• Factor analysis for paired ranked data with application on parent-child value orientation preference data
• Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
• Cross-covariance functions for multivariate random fields based on latent dimensions
• Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality

Describes a project that uses

Uses Software

• TETRAD

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