Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix
Tài liệu tham khảo
Afriat, 1957, Orthogonal and oblique projectors and the characteristics of pairs of vector spaces, Proc. Cambridge Philos. Soc., 53, 800, 10.1017/S0305004100032916
Anderson, 1984
Baksalary, 1983, Range invariance of certain matrix products, Linear and Multilinear Algebra, 14, 89, 10.1080/03081088308817544
Jewell, 1983, Canonical correlations of past and future for time series: Definitions and theory, Ann. Statist., 11, 837, 10.1214/aos/1176346250
Khatri, 1976, A note on multiple and canonical correlation for a singular covariance matrix, Psychometrika, 41, 465, 10.1007/BF02296970
Khatri, 1990, Some properties of blue in a linear model and canonical correlations associated with linear transformations, J. Multivariate Anal., 34, 211, 10.1016/0047-259X(90)90036-H
Latour, 1987, Equalities and inequalities for the canonical correlations associated with some partitioned generalized inverses of a covariance matrix, 541
Marsaglia, 1974, Rank conditions for generalized inverses of partitioned matrices, Sankhyā Ser. A, 36, 437
Marsaglia, 1974, Equalities and inequalities for ranks of matrices, Linear and Multilinear Algebra, 2, 269, 10.1080/03081087408817070
Puntanen, 1987, On the relative goodness of ordinary least squares estimation in the general linear model, Acta Univ. Tamper. Ser. A, 216
Rao, 1973
Rao, 1981, A lemma on g-inverse of a matrix and computation of correlation coefficients in the singular case, Comm. Statist. Theory Methods, 10, 1, 10.1080/03610928108828015
Rao, 1971
Rao, 1979, General definition and decomposition of projectors and some applications to statistical problems, J. Statist. Plann. Inference, 3, 1, 10.1016/0378-3758(79)90038-7
Seshadri, 1980, Canonical correlations, rank additivity and characterizations of multivariate normality, 21, 331
Styan, 1985, Schur complements and linear statistical models, 37
Yanai, 1981, Explicit expressions of projectors on canonical variables and distances between centroids of groups, J. Japan Statist. Soc., 11, 43