Canonical dependency analysis using a bias-corrected \(\chi^2\) statistics matrix
From MaRDI portal
Publication:6537387
DOI10.1007/S42519-023-00360-5MaRDI QIDQ6537387
Hiroshi Yadohisa, Jun Tsuchida
Publication date: 14 May 2024
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
dimensional reductioncanonical correlation analysisoptimal scalingalternating least squares algorithm\(f\)-divergence
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A bias-correction for Cramér's \(V\) and Tschuprow's \(T\)
- Regularized generalized canonical correlation analysis
- Relations among \(m\) sets of measures
- Variable kernel density estimation
- The principal components of mixed measurement level multivariate data: An alternating least squares method with optimal scaling features
- On the criterion, that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonably supposed to have arisen from random sampling.
- Canonical correlation analysis based on information theory
- Maximization of sums of quotients of quadratic forms and some generalizations
- Canonical dependency analysis based on squared-loss mutual information
- 10.1162/153244303768966085
- Least-Squares Independent Component Analysis
- Canonical Correlation Analysis Formulated as Maximizing Sum of Squared Correlations and Rotation of Structure Matrices
- Fast Computation of Latent Correlations
- Sparse semiparametric canonical correlation analysis for data of mixed types
- Algorithmic Learning Theory
- A Consistent Nonparametric Multivariate Density Estimator Based on Statistically Equivalent Blocks
- RELATIONS BETWEEN TWO SETS OF VARIATES
This page was built for publication: Canonical dependency analysis using a bias-corrected \(\chi^2\) statistics matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6537387)