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2003 | OriginalPaper | Chapter

Canonical Correlation Analysis

Authors : Wolfgang Härdle, Léopold Simar

Published in: Applied Multivariate Statistical Analysis

Publisher: Springer Berlin Heidelberg

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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.

Metadata
Title
Canonical Correlation Analysis
Authors
Wolfgang Härdle
Léopold Simar
Copyright Year
2003
Publisher
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-662-05802-2_14