On the rank-deficient canonical correlation technique solved by analytic spectral decomposition
DOI10.1080/02664763.2020.1843608OpenAlexW3105761413MaRDI QIDQ5085658FDOQ5085658
Authors: Lukáš Malec 
Publication date: 27 June 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2020.1843608
Recommendations
- ON THE SPECTRAL DECOMPOSITION OF EMPIRICAL CORRELATION MATRICES
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- On estimating the dimensionality in canonical correlation analysis
- Sparse canonical correlation analysis algorithm with alternating direction method of multipliers
- Asymptotic study of canonical correlation analysis: from matrix and analytic approach to operator and tensor approach
- Canonical correlations and generalized SVD: Applications and new algorithms
- A randomized exponential canonical correlation analysis method for data analysis and dimensionality reduction
- Efficient dimensionality reduction for canonical correlation analysis
- An iterative penalized least squares approach to sparse canonical correlation analysis
optimizationcanonical correlation analysismultivariate analysistourismanalytic decompositionpaths of eigenvalues and eigenvectors
Applications of statistics to economics (62P20) Applications of statistics (62Pxx) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)
Cites Work
- Ridge Regression: Applications to Nonorthogonal Problems
- Canonical ridge and econometrics of joint production
- A well-conditioned estimator for large-dimensional covariance matrices
- Regularized generalized canonical correlation analysis
- Regularized multiple-set canonical correlation analysis
- Sparse canonical correlation analysis with application to genomic data integration
- Title not available (Why is that?)
- Perturbation theory for linear operators.
- Numerical computation of an analytic singular value decomposition of a matrix valued function
- Singular values of two-parameter matrices: An algorithm to accurately find their intersections
- On ridge operators
- Regularized partial and/or constrained redundancy analysis
- Title not available (Why is that?)
- Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix
- Group regularization for zero-inflated Poisson regression models with an application to insurance ratemaking
- Some remarks on the functional relation between canonical correlation analysis and partial least squares
Uses Software
This page was built for publication: On the rank-deficient canonical correlation technique solved by analytic spectral decomposition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5085658)
