Asymptotic distributions in the projection pursuit based canonical correlation analysis

作者：Jin Jiao^*; Cui HengJian

来源：Science China Mathematics, 2010, 53(2): 485-498.

DOI：10.1007/s11425-010-0035-5

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

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.

• 出版日期2010-2
• 单位北京师范大学