Asymptotic distributions in the projection pursuit based canonical correlation analysis

被引：0
作者：
Jiao Jin
HengJian Cui
机构：
[1] Beijing Normal University,Department of Statistics and Financial Mathematics, School of Mathematical Sciences
[2] Laboratory of Mathematics and Complex Systems (Beijing Normal University),Ministry of Education
来源：
Science China Mathematics | 2010年 / 53卷
关键词：
asymptotic distribution; canonical correlation analysis; influence function; robust statistics; 62E20; 62H20; 62G35;
D O I：
暂无
中图分类号：
学科分类号：
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：13
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