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On Wiener-Granger causality, information and canonical correlation

✍ Scribed by Pieter W. Otter


Book ID
116101231
Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
336 KB
Volume
35
Category
Article
ISSN
0165-1765

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In this article, we propose a new canonical correlation method based on information theory. This method examines potential nonlinear relationships between p Γ‚ 1 vector Y-set and q Γ‚ 1 vector X-set. It finds canonical coefficient vectors a and b by maximizing a more general measure, the mutual inform