On estimating the dimensionality in canonical correlation analysis

DOI10.1006/jmva.1997.1677zbMath0874.62066OpenAlexW2070816091MaRDI QIDQ1365555

Robb J. Muirhead, Brenda K. Gunderson

Publication date: 9 November 1997

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

Full work available at URL: https://doi.org/10.1006/jmva.1997.1677

zbMATH Keywords

likelihoodkurtosisAkaike's information criterionelliptical distributioncanonical correlation coefficient

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites Work

• Estimating the dimension of a model
• Inference in canonical correlation analysis
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Estimation of dimensionality in canonical correlation analysis
• ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS
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