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
The Asymptotic Distribution of Singular-Values with Applications to Canonical Correlations and Correspondence Analysis
β Scribed by M.L. Eaton; D. Tyler
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 807 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0047-259X
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