A variable selection method in principal canonical correlation analysis
DOI10.1016/J.CSDA.2009.09.008zbMATH Open1319.62122OpenAlexW2054788941MaRDI QIDQ962364FDOQ962364
Authors: Toru Ogura 
Publication date: 6 April 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.008
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- scientific article; zbMATH DE number 3974096
Factor analysis and principal components; correspondence analysis (62H25) Statistical ranking and selection procedures (62F07) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
Cited In (6)
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
- Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis
- A variable selection criterion for two sets of principal component scores in principal canonical correlation analysis
- Special issue on variable selection and robust procedures
- VARIABLE SELECTION AND INTERPRETATION OF COVARIANCE PRINCIPAL COMPONENTS
- The principal correlation components estimator and its optimality
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