Canonical exponential models for analysis of association between two sets of variables

Nobuoki Eshima

Statistics & Probability Letters, 2004, vol. 66, issue 2, 135-144

Abstract: The present paper discusses canonical exponential models for analysis of association between two sets of variables. First, properties of the models are discussed in view of entropy. It is shown that entropy in the models is decreasing in canonical association parameters. Second, the present paper proposes a summary measure of association in the models that is decomposed into canonical association components. The present approach is applied to the RC(M) association model and canonical correlation analysis with the multivariate normal distribution.

Keywords: Association; model; Canonical; association; Canonical; correlation; analysis; Entropy; Multivariate; normal; distribution (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00298-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:66:y:2004:i:2:p:135-144

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().