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 probabilit...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.展开更多
基金the National Natural Science Foundation of China (No.19631040,19971085) Ph.D. Program Foundation of Ministry of Education of
文摘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.
