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Redundancy Index in Canonical Correlation Analysis with Linear Constraints

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Measurement and Multivariate Analysis

Summary

The redundancy index proposed by Stewart and Love (1968) is an index to measure the degree to which one set of variables can predict another set of variables, and is associated with canonical correlation analysis. Yanai and Takane (1992) developed canonical correlation analysis with linear constraints (CCALC). In this paper we define a redundancy index in CCALC, which is based on the reformulation of CCALC by Suzukawa (1997). The index is a general measure to summarize redundancy between two sets of variables in the sense that various dependency measures can be obtained by choosing constraints suitably. The asymptotic distribution of the index is derived under normality.

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© 2002 Springer Japan

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Suzukawa, A., Taneichi, N. (2002). Redundancy Index in Canonical Correlation Analysis with Linear Constraints. In: Nishisato, S., Baba, Y., Bozdogan, H., Kanefuji, K. (eds) Measurement and Multivariate Analysis. Springer, Tokyo. https://doi.org/10.1007/978-4-431-65955-6_13

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  • DOI: https://doi.org/10.1007/978-4-431-65955-6_13

  • Publisher Name: Springer, Tokyo

  • Print ISBN: 978-4-431-65957-0

  • Online ISBN: 978-4-431-65955-6

  • eBook Packages: Springer Book Archive

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