Canonical correlation analysis

  • Lajos Horváth
  • Piotr Kokoszka
Chapter
Part of the Springer Series in Statistics book series (SSS, volume 200)

Abstract

Canonical correlation analysis (CCA) is one of the most important tools of multivariate statistical analysis. Its extension to the functional context is not trivial, and in many ways illustrates the differences between multivariate and functional data. One of the most influential contributions has been made by Leurgans et al. (1993) who showed that smoothing is necessary in order to define the functional canonical correlations meaningfully.

Keywords

Covariance 

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Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  • Lajos Horváth
    • 1
  • Piotr Kokoszka
    • 2
  1. 1.Department of MathematicsUniversity of UtahSalt Lake CityUSA
  2. 2.Department of StatisticsColorado State UniversityFort CollinsUSA

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