Canonical correlation
id:
canonical-correlation-206-13737458
title:
Canonical correlation
text:
In statistics, canonical-correlation analysis (CCA), also called canonical variates analysis, is a way of inferring information from cross-covariance matrices. If we have two vectors X = (X1, ..., Xn) and Y = (Y1, ..., Ym) of random variables, and there are correlations among the variables, then canonical-correlation analysis will find linear combinations of X and Y that have a maximum correlation with each other. T. R. Knapp notes that "virtually all of the commonly encountered parametric tests
brand slug:
wiki
category slug:
encyclopedia
description:
Way of inferring information from cross-covariance matrices
original url:
https://en.wikipedia.org/wiki/Canonical_correlation
date created:
2003-11-11T21:55:46Z
date modified:
2024-09-10T20:08:18Z
main entity:
{"identifier":"Q115542","url":"https://www.wikidata.org/entity/Q115542"}
image:
fields total:
13
integrity:
15