Asymptotic distributions in the projection pursuit based canonical correlation analysis

被引：0

作者：

Jiao Jin

HengJian Cui

机构：

[1] Beijing Normal University,Department of Statistics and Financial Mathematics, School of Mathematical Sciences

[2] Laboratory of Mathematics and Complex Systems (Beijing Normal University),Ministry of Education

来源：

Science China Mathematics | 2010年 / 53卷

关键词：

asymptotic distribution; canonical correlation analysis; influence function; robust statistics; 62E20; 62H20; 62G35;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, associations between two sets of random variables based on the projection pursuit (PP) method are studied. The asymptotic normal distributions of estimators of the PP based canonical correlations and weighting vectors are derived.

引用

页码：485 / 498

页数：13

共 50 条

[1] Asymptotic distributions in the projection pursuit based canonical correlation analysis
Jin Jiao
Cui HengJian
SCIENCE CHINA-MATHEMATICS, 2010, 53 (02) : 485 - 498
[2] Asymptotic distributions in the projection pursuit based canonical correlation analysis
JIN Jiao & CUI HengJian Department of Statistics and Financial Mathematics
ScienceChina(Mathematics), 2010, 53 (02) : 485 - 498
[3] Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
Ogasawara, Haruhiko
JOURNAL OF MULTIVARIATE ANALYSIS, 2007, 98 (09) : 1726 - 1750
[4] Asymptotic theory for canonical correlation analysis
Anderson, TW
JOURNAL OF MULTIVARIATE ANALYSIS, 1999, 70 (01) : 1 - 29
[5] High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis
Fujikoshi, Yasunori
HIROSHIMA MATHEMATICAL JOURNAL, 2017, 47 (03) : 249 - 271
[6] ASYMPTOTIC DISTRIBUTIONS IN CANONICAL CORRELATION-ANALYSIS AND OTHER MULTIVARIATE PROCEDURES FOR NON-NORMAL POPULATIONS
MUIRHEAD, RJ
WATERNAUX, CM
BIOMETRIKA, 1980, 67 (01) : 31 - 43
[7] Some asymptotic properties for functional canonical correlation analysis
Lian, Heng
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2014, 153 : 1 - 10
[8] Asymptotic distributions of the correlation integral based statistics
Lai, DJ
JOURNAL OF NONPARAMETRIC STATISTICS, 1999, 10 (02) : 127 - 135
[9] Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis
Oda, Ryoya
Yanagihara, Hirokazu
Fujikoshi, Yasunori
RANDOM MATRICES-THEORY AND APPLICATIONS, 2019, 8 (01)
[10] Asymptotic properties of canonical correlation analysis for one group with additional observations
Yamada, Tomoya
JOURNAL OF MULTIVARIATE ANALYSIS, 2013, 114 : 389 - 401

← 1 2 3 4 5 →