Matrix correlation
type: Item
instance of: scholarly article
title: Matrix correlation
zbMATH Open document ID: 0581.62048
DOI: 10.1007/BF02306029
author: Jos M. F. ten Berge
author: James O. Ramsay
author: George P. H. Styan
published in: Psychometrika
publication date: 1984-01-01T00:00:00Z
review text: A correlation measure for an \(n\times p\) matrix X and an \(n\times q\) matrix Y assesses their relation without specifying either as a fixed target. This paper discusses a number of useful measures of correlation, with emphasis on measures which are invariant with respect to rotations or changes in singular values of either matrix. The maximization of matrix correlation with respect to transformations XL and YM is discussed where one or both transformations are constrained to be orthogonal. A factor analytic example is presented illustrating the advantages of various coefficients and varying the number of columns of the transformed matrices. (From authors' summary.)
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62P15
zbMATH DE Number: 3930156
zbMATH Keywords: algorithm
zbMATH Keywords: invariance
zbMATH Keywords: orthogonal transformations
zbMATH Keywords: factor analysis
zbMATH Keywords: correlation measure
zbMATH Keywords: rotations
zbMATH Keywords: changes in singular values
zbMATH Keywords: maximization of matrix correlation
reviewed by: Marie Hušková
describes a project that uses: SAS
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02306029
OpenAlex ID: W3187315490
description: scientific article; zbMATH DE number 3930156