ESTIMATION OF DIMENSIONALITY IN CANONICAL CORRELATION ANALYSIS
成果类型：
Article
署名作者：
FUJIKOSHI, Y; VEITCH, LG
署名单位：
Commonwealth Scientific & Industrial Research Organisation (CSIRO)
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1979
页码：
345351
关键词：
摘要：
Two methods are given for the estimation of the dimensionality in canonical correlation analysis. One is based on Mallow''s Cp statistic in regression. The other uses an information criterion for choice of models. Monte Carlo comparison of the sequential Bartlett-Lawley test procedure and the 2 methods are presented. The 2 methods are applied to the estimation of the dimensionality in canonical variate analysis.