Canonical Correlation Analysis

Wolfgang Härdle () and Leopold Simar
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Wolfgang Härdle: Humboldt-Universität zu Berlin, CASE — Center for Applied Statistics and Economics, Institut für Statistik und Ökonometrie

Chapter 14 in Applied Multivariate Statistical Analysis, 2003, pp 361-372 from Springer

Abstract: Abstract Complex multivariate data structures are better understood by studying low-dimensional projections. For a joint study of two data sets, we may ask what type of low-dimensional projection helps in finding possible joint structures for the two samples. The canonical correlation analysis is a standard tool of multivariate statistical analysis for discovery and quantification of associations between two sets of variables.

Keywords: Canonical Correlation; Canonical Correlation Analysis; Canonical Variable; Multivariate Statistical Analysis; Nonzero Eigenvalue (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1007/978-3-662-05802-2_14

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