Canonical Correlation Analysis

  • Wolfgang Härdle
  • Léopold Simar


Complex multivariate data structures are better understood by studying low-dimensional projections. For a joint study of two data sets, we may ask what type of low-dimensional projection helps in finding possible joint structures for the two samples. The canonical correlation analysis is a standard tool of multivariate statistical analysis for discovery and quantification of associations between two sets of variables.


Canonical Correlation Canonical Correlation Analysis Canonical Variable Multivariate Statistical Analysis Nonzero Eigenvalue 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Wolfgang Härdle
    • 1
  • Léopold Simar
    • 2
  1. 1.CASE — Center for Applied Statistics and Economics, Institut für Statistik und ÖkonometrieHumboldt-Universität zu BerlinBerlinGermany
  2. 2.Inst. StatistiqueUniversité Catholique LouvainLouvain-la-NeuveBelgium

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