Cover Image

Stochastic approximation of the factors of a generalized canonical correlation analysis

We suppose that data of a generalized canonical correlation analysis are i.i.d. observations of a random vector Z which are taken sequentially. We define a recursive method of sequential estimation of the factors. This can be applied also when there are a great number of non random data vectors.
Year of publication:
2008
Authors: Monnez, Jean-Marie
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 14, p. 2210-2216
Publisher: Elsevier
Online Resource
Check full text access |
Check Google Scholar
In libraries world-wide (WorldCat)
In German libraries (KVK)
subito order
I need help
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005074728
Similar items by person