IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v56y2004i2p279-304.html
   My bibliography  Save this article

Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications

Author

Listed:
  • Jacques Dauxois
  • Guy Nkiet
  • Yves Romain

Abstract

No abstract is available for this item.

Suggested Citation

  • Jacques Dauxois & Guy Nkiet & Yves Romain, 2004. "Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(2), pages 279-304, June.
  • Handle: RePEc:spr:aistmt:v:56:y:2004:i:2:p:279-304
    DOI: 10.1007/BF02530546
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/BF02530546
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/BF02530546?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Neil Timm & James Carlson, 1976. "Part and bipartial canonical correlation analysis," Psychometrika, Springer;The Psychometric Society, vol. 41(2), pages 159-176, June.
    2. Yasunori Fujikoshi & Chinubal Khatri, 1990. "A study of redundancy of some variables in covariate discriminant analysis," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(4), pages 769-782, December.
    3. Elliot Cramer & W. Nicewander, 1979. "Some symmetric, invariant measures of multivariate association," Psychometrika, Springer;The Psychometric Society, vol. 44(1), pages 43-54, March.
    4. Nkiet, Guy Martial, 2003. "Inference for the invariance of canonical analysis under linear transformations," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 1-18, January.
    5. Anderson, T. W., 1999. "Asymptotic Theory for Canonical Correlation Analysis," Journal of Multivariate Analysis, Elsevier, vol. 70(1), pages 1-29, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Takane, Yoshio & Yanai, Haruo & Hwang, Heungsun, 2006. "An improved method for generalized constrained canonical correlation analysis," Computational Statistics & Data Analysis, Elsevier, vol. 50(1), pages 221-241, January.
    2. Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," Econometrics 0307007, University Library of Munich, Germany.
    3. Bura, Efstathia & Cook, R. Dennis, 2003. "Rank estimation in reduced-rank regression," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 159-176, October.
    4. Charles Christian Adarkwah & Oliver Hirsch, 2020. "The Association of Work Satisfaction and Burnout Risk in Endoscopy Nursing Staff—A Cross-Sectional Study Using Canonical Correlation Analysis," IJERPH, MDPI, vol. 17(8), pages 1-13, April.
    5. Gilbert, Scott & Zemcík, Petr, 2006. "Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 925-945, April.
    6. Dauxois, Jacques & Nkiet, Guy Martial, 2002. "Measures of Association for Hilbertian Subspaces and Some Applications," Journal of Multivariate Analysis, Elsevier, vol. 82(2), pages 263-298, August.
    7. Haruhiko Ogasawara, 2009. "Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 995-1017, December.
    8. Taskinen, Sara & Croux, Christophe & Kankainen, Annaliisa & Ollila, Esa & Oja, Hannu, 2006. "Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 359-384, February.
    9. Christian Gourieroux & Joann Jasiak, 2023. "Generalized Covariance Estimator," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1315-1327, October.
    10. Marco Centoni & Gianluca Cubadda, 2011. "Modelling comovements of economic time series: a selective survey," Statistica, Department of Statistics, University of Bologna, vol. 71(2), pages 267-294.
    11. Nkiet, Guy Martial, 2012. "Direct variable selection for discrimination among several groups," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 151-163.
    12. Heungsun Hwang & Yoshio Takane, 2002. "Generalized constrained multiple correspondence analysis," Psychometrika, Springer;The Psychometric Society, vol. 67(2), pages 211-224, June.
    13. Lazraq, Aziz & Cléroux, Robert, 2001. "Statistical Inference Concerning Several Redundancy Indices," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 71-88, October.
    14. Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," EERI Research Paper Series EERI_RP_2003_04, Economics and Econometrics Research Institute (EERI), Brussels.
    15. Engle, Robert F. & Marcucci, Juri, 2006. "A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones," Journal of Econometrics, Elsevier, vol. 132(1), pages 7-42, May.
    16. Ogasawara, Haruhiko, 2007. "Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality," Journal of Multivariate Analysis, Elsevier, vol. 98(9), pages 1726-1750, October.
    17. Joann Jasiak & Aryan Manafi Neyazi, 2023. "GCov-Based Portmanteau Test," Papers 2312.05373, arXiv.org.
    18. Duarte Silva, António Pedro, 2001. "Efficient Variable Screening for Multivariate Analysis," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 35-62, January.
    19. Siotani, Minoru & Wakaki, Hirofumi, 2006. "Contributions to multivariate analysis by Professor Yasunori Fujikoshi," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 1914-1926, October.
    20. An, Baiguo & Guo, Jianhua & Wang, Hansheng, 2013. "Multivariate regression shrinkage and selection by canonical correlation analysis," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 93-107.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:56:y:2004:i:2:p:279-304. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.