| CANONICAL CORRELATION EQUATIONS AND THEIR EXTREMAL PROPERTIES |
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| 作者姓名： | 林春土 |
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| 作者单位： | Department of |
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| 摘 要： | The canonical variables and canonical correlation coefficients satisfy a matrix equation which is called the canonical correlation equation. There are some different forms of the canonical correlation e-quations given in the literature. In this paper, we discuss four different forms of the canonical correlation equations. The purpose of this paper is to give extremal properties of the solutions of the canonical correlation equations. The results show that canonical variables maximize the determinant of the dispersion matrix of the transformed variables.
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CANONICAL CORRELATION EQUATIONS AND THEIR EXTREMAL PROPERTIES |
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| Lin Chuntu.CANONICAL CORRELATION EQUATIONS AND THEIR EXTREMAL PROPERTIES[J].Applied Mathematics A Journal of Chinese Universities,1992(1). |
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| Authors: | Lin Chuntu |
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| Abstract: | The canonical variables and canonical correlation coefficients satisfy a matrix equation which is called the canonical correlation equation. There are some different forms of the canonical correlation e-quations given in the literature. In this paper, we discuss four different forms of the canonical correlation equations. The purpose of this paper is to give extremal properties of the solutions of the canonical correlation equations. The results show that canonical variables maximize the determinant of the dispersion matrix of the transformed variables. |
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| Keywords: | Canonical Correlation Equation Multivariate Statistical Analysis Extremal Properties |
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