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MODEL SELECTION FOR CANONICAL CORRELATION ANALYSIS

MODEL SELECTION FOR CANONICAL CORRELATION ANALYSIS
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摘要 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. 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.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2001年第4期539-549,共11页 应用数学学报(英文版)
基金 the National Natural Science Foundation of China (No.19631040,19971085) Ph.D. Program Foundation of Ministry of Education of
关键词 Canonical correlation model selection CONSISTENCY Akaike's information criterion Canonical correlation, model selection, consistency, Akaike's information criterion
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