Distributions and the Bootstrap Method of Some Statistics in Principal Canonical Correlation Analysis

Takakazu Sugiyama; Toru Ogura; Fumitake Sakaori; Tomoya Yamada

doi:10.14490/jjss.37.239

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Distributions and the Bootstrap Method of Some Statistics in Principal Canonical Correlation Analysis

Takakazu Sugiyama, Toru Ogura, Fumitake Sakaori, Tomoya Yamada

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Keywords: canonical correlation analysis, perturbation method, principal component

JOURNAL FREE ACCESS

2007 Volume 37 Issue 2 Pages 239-251

DOI https://doi.org/10.14490/jjss.37.239

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Abstract

We investigate the canonical correlation of the principal components from two populations, and attain the limiting distribution using the perturbation expansion of the canonical correlation estimate. We discuss the numerical accuracy of the limiting distribution.

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