Connecting the multivariate partial least squares with canonical analysis: a path-following approach

DOI10.1007/s11634-019-00370-xzbMath1474.62203OpenAlexW2967216837MaRDI QIDQ2228286

Yanyan Li

Publication date: 17 February 2021

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11634-019-00370-x

zbMATH Keywords

multiplicitypartial least squarescanonical correlation analysiseconomicspath-followinganalytic singular value decompositionanalytic eigenvalue decompositionmulti-group case

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

Uses Software

• MATCONT
• fda (R)
• Chebfun
• PMA

Cites Work

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• Sparse Canonical Correlation Analysis with Application to Genomic Data Integration
• An Extension of MATLAB to Continuous Functions and Operators
• Some remarks on the functional relation between canonical correlation analysis and partial least squares
• MATCONT
• Ridge Regression: Applications to Nonorthogonal Problems

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