On the rank-deficient canonical correlation technique solved by analytic spectral decomposition

DOI10.1080/02664763.2020.1843608MaRDI QIDQ5085658zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

optimizationcanonical correlation analysismultivariate analysistourismanalytic decompositionpaths of eigenvalues and eigenvectors

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 3750094 (Why is no real title available?)
• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
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• Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix
• Canonical ridge and econometrics of joint production
• Group regularization for zero-inflated Poisson regression models with an application to insurance ratemaking
• Numerical computation of an analytic singular value decomposition of a matrix valued function
• On ridge operators
• Perturbation theory for linear operators.
• Regularized generalized canonical correlation analysis
• Regularized multiple-set canonical correlation analysis
• Regularized partial and/or constrained redundancy analysis
• Ridge Regression: Applications to Nonorthogonal Problems
• Singular values of two-parameter matrices: An algorithm to accurately find their intersections
• Some remarks on the functional relation between canonical correlation analysis and partial least squares
• Sparse canonical correlation analysis with application to genomic data integration

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• Gooogle

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