Model selection for canonical correlation analysis

DOI10.1007/BF02669708zbMath0988.62034MaRDI QIDQ5957989

Limin Peng, Yao-hua Wu, Lin Cheng Zhao

Publication date: 27 June 2002

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

consistencymodel selectionAkaike's information criterioncanonical correlation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Estimating the dimension of a model
• On estimating the dimensionality in canonical correlation analysis
• On detection of the number of signals in presence of white noise
• The likelihood ratio tests for the dimensionality of regression coefficients
• On rates of convergence of efficient detection criteria in signal processing with white noise
• Estimation of dimensionality in canonical correlation analysis
• A Note on the Statistical Estimation of Supply and Demand Relations from Time Series

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