Canonical Correlation Analysis
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.
KeywordsCanonical Correlation Canonical Correlation Analysis Canonical Variable Multivariate Statistical Analysis Nonzero Eigenvalue
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