Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications

DOI10.1007/BF02530546zbMath1065.62112MaRDI QIDQ1768128

Guy Martial Nkiet, Jacques Dauxois, Yves Romain

Publication date: 14 March 2005

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

invarianceadditional informationlinear relative associationpartial canonical correlationrelative canonical coefficient

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (3)

On invariance in canonical analysis with applications to covariate discriminant analysis ⋮ Asymptotic theory of multiple-set linear canonical analysis ⋮ Functional partial canonical correlation

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