Canonical variables as optimal predictors

DOI10.1214/aos/1176345079zbMath0463.62054OpenAlexW2012523835MaRDI QIDQ1153633

M. S. Garcia Ben, Víctor J. Yohai

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1176345079

zbMATH Keywords

canonical variablescanonical correlationslinear predictorsoptimal predictors

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Linear inference, regression (62J99)

Related Items (6)

Canonical correlations and generalized SVD: Applications and new algorithms ⋮ Aspects of robust canonical correlation analysis, principal components and association ⋮ A robust predictive approach for canonical correlation analysis ⋮ Robust sieve estimators for functional canonical correlation analysis ⋮ Tests of efficiency in data envelopement analysis ⋮ A multivariate correlation ratio

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