节点文献

MODEL SELECTION FOR CANONICAL CORRELATION ANALYSIS

  • 推荐 CAJ下载
  • PDF下载
  • 不支持迅雷等下载工具，请取消加速工具后下载。

【作者】 赵林城； 彭利民； 吴耀华；

【Author】 ZHAO LINCHENG, PENG LIMIN , WU YAOHUA (Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China)

【Abstract】 In this paper, we study a general criterion for estimating the rank of canonical correlation matrix (CCM). Besides the strong consistency, we give the exponential-type bounds under certain conditions on the probability of wrong detection of the rank of CCM. On the basis of this criterion, we give two methods to determine the multiplicities of canonical correlation coefficents. And the strong consistency of them is established.

【关键词】 Canonical correlation； model selection； consistency； Akaike’s information criterion；
【Key words】 Canonical correlation； model selection； consistency； Akaike’s information criterion；
【基金】 the National Natural Science Foundation of China (No.19631040,19971085); Ph.D. Program Foundation of Ministry of Education of
  • 【文献出处】 Acta Mathematicae Applicatae Sinica(English Series) ,应用数学学报(英文版) , 编辑部邮箱 ,2001年04期
  • 【分类号】O212
  • 【下载频次】18
打印本页
节点文献中：