General canonical correlations with applications to group symmetry models

DOI10.1016/J.JMVA.2010.03.010MaRDI QIDQ972888zbMATH OpenOpenAlexFDO

Authors Jesse B. Crawford, Steen A. Andersson

Publication date 21 May 2010

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

Full work available at URL https://doi.org/10.1016/j.jmva.2010.03.010

zbMATH Keywords

canonical correlationcanonical covariateeigenvalueeigenvectorgroup symmetry modelmaximal invariant

Mathematics Subject Classification ID

Algebraic systems of matrices (15A30) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Common canonical variates
• Asymptotic theory for canonical correlation analysis
• Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix
• More on restricted canonical correlations
• The Structure of Ellipsoidal Distributions I. Canonical Analysis

Cites work

• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• Distribution of eigenvalues in multivariate statistical analysis
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Symmetry and lattice conditional independence in a multivariate normal distribution
• The multivariate distribution of complex normal variables

Cited in

(4)

• Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix
• Group symmetry and covariance regularization
• scientific article; zbMATH DE number 926570 (Why is no real title available?)
• Local canonical correlation coefficients and canonical variables of groups of random variables

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