Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix (Q1200568)
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scientific article; zbMATH DE number 95491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix |
scientific article; zbMATH DE number 95491 |
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Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix (English)
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16 January 1993
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L'objet du papier est d'établir, en utilisant une approche géométrique, les liens qui existent entre les corrélations canoniques de deux vecteurs aléatoires suivant qu'ils sont obtenus soit à partir de la matrice des covariances, soit á partir d'une inverse généralisée réflexive symétrique de cette matrice. L'étude concerne, en particulier, le nombre des corrélations valant 1.
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dispersion matrix
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symmetric reflexive generalized inverse
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number of unit canonical correlations
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