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Multivariate Association and Dimension Reduction: A Generalization of Canonical Correlation Analysis

✍ Scribed by Ross Iaci; T.N. Sriram; Xiangrong Yin


Book ID
109224335
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
522 KB
Volume
66
Category
Article
ISSN
0006-341X

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This paper is concerned with how canonical correlation can be used to identify the structure of a linear multivariate time series model. We describe brieΒ―y methods that use the canonical correlation technique and present simulation results in order to compare and evaluate the performance of these me