DISTRIBUTIONS AND THE BOOTSTRAP METHOD OF SOME STATISTICS IN PRINCIPAL CANONICAL CORRELATION ANALYSIS

Takakazu Sugiyama; Toru Ogura; Fumitake Sakaori; Tomoya Yamada

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DISTRIBUTIONS AND THE BOOTSTRAP METHOD OF SOME STATISTICS IN PRINCIPAL CANONICAL CORRELATION ANALYSIS

机译：主典范相关分析中某些统计量的分布和自举方法

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We investigate the canonical correlation of the principal components from two populations, and attain the limiting distribution using the perturbation expansion of the canonical correlation estimate. We discuss the numerical accuracy of the limiting distr

机译：我们研究了来自两个总体的主成分的规范相关性，并使用规范相关估计的扰动展开来获得极限分布。我们讨论极限分布的数值精度

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来源
《Journal of the Japan Statistical Society》 |2007年第2期|p.239-251|共13页
作者
Takakazu Sugiyama; Toru Ogura; Fumitake Sakaori; Tomoya Yamada;
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作者单位

Department of Mathematics, Chuo University, 1-13-27, Kasuga, Bunkyo-ku, Tokyo 112-8551, Japan;

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正文语种 eng
中图分类统计学;
关键词
canonical correlation analysis; perturbation method; principal component;

机译：典型相关分析摄动法主成分;

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DISTRIBUTIONS AND THE BOOTSTRAP METHOD OF SOME STATISTICS IN PRINCIPAL CANONICAL CORRELATION ANALYSIS

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