The canonical correlation coefficients and canonical variables of groups of random variables

XU Xingzhong

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The canonical correlation coefficients and canonical variables of groups of random variables

机译：随机变量组的典范相关系数和典范变量

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Suppose we have k groups of random variables: Y_i=(y_(i1), y_(y2), ..., y_(yp))~T, i=1,2,...,k. Put Y=(Y_1~T, Y_2~T, ..., Y_k~T)~T. The covariance matrix of Y exists and is denoted by ∑: CovY=∑=(∑_(11) ∑_(12) ... ∑_(1k); ∑_(21) ∑_(22) ... ∑_(2k); ... ... ... ...; ∑_(k1) ∑_(k2) ... ∑_(kk)). How to measure the correlation among k groups Y_1, Y_2, ..., Y_k is the problem studied in this section.

机译：假设我们有k组随机变量：Y_i =（y_（i1），y_（y2），...，y_（yp））〜T，i = 1,2，...，k。将Y =（Y_1〜T，Y_2〜T，...，Y_k〜T）〜T。 Y的协方差矩阵存在并用∑表示：CovY = ∑ =（∑_（11）∑_（12）... ∑_（1k）; ∑_（21）∑_（22）... ∑ _（2k）; ... ... ... ...; ∑_（k1）∑_（k2）... ∑_（kk））。如何测量k个组Y_1，Y_2，...，Y_k之间的相关性是本节研究的问题。

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来源
《Chinese science bulletin》 |1996年第15期|共6页
作者
XU Xingzhong;
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正文语种 eng
中图分类自然科学现状及发展;
关键词
groups of random variables; covariance matrix; canonical correlation coefficients; canonical variables;

机译：随机变量组;协方差矩阵;典范相关系数;典范变量;

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The canonical correlation coefficients and canonical variables of groups of random variables

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