Asymptotic distributions in the projection pursuit based canonical correlation analysis

被引：0

作者：

JIN Jiao CUI HengJian Department of Statistics and Financial Mathematics School of Mathematical Sciences Beijing Normal University Laboratory of Mathematics and Complex Systems Beijing Normal University Ministry of Education Beijing China ^{[100875
]}

机构：

来源：

ScienceChina(Mathematics) | 2010年 / 53卷 / 02期

关键词：

asymptotic distribution; canonical correlation analysis; influence function; robust statistics;

D O I：

暂无

中图分类号：

O211.3 [分布理论];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, associations between two sets of random variables based on the projection pursuit (PP) method are studied. The asymptotic normal distributions of estimators of the PP based canonical correlations and weighting vectors are derived.

引用

页码：485 / 498

页数：14

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