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
机构：
来源：
Science China(Mathematics) | 2010年 / 53卷 / 02期
基金：
中国国家自然科学基金;
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
收藏
页码：485 / 498
页数：14
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