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Relations between two sets of variates: The bits of information provided by each variate in each set - MaRDI portal

Relations between two sets of variates: The bits of information provided by each variate in each set (Q1096262)

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scientific article; zbMATH DE number 4030687
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English
Relations between two sets of variates: The bits of information provided by each variate in each set
scientific article; zbMATH DE number 4030687

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    Relations between two sets of variates: The bits of information provided by each variate in each set (English)
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    1988
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    Canonical correlation theory is extended so that each variate in each of the two observed sets of variates is assigned a unique information- theoretic measure of its contribution to the total amount of information that either set provides about the other.
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    Canonical correlation theory
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    information-theoretic measure
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    total amount of information
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