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Relations between two sets of variates: The bits of information provided by each variate in each set

Canonical correlation theory is extended so that each variate in each of the two observed sets of variates is assigned a unique information-theoretic measure of its contribution to the total amount of information that either set provides about the other.
Year of publication:
1988
Authors: Theil, Henri ; Chung, Ching-Fan
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 6.1988, 3, p. 137-139
Publisher: Elsevier
Subject: canonical correlation theory information theory
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005254986
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