Canonical Correlations and Nonlinear Dependencies

Canonical correlation analysis (CCA) is the default method for investigating the linear dependence structure between two random vectors, but it might not detect nonlinear dependencies. This paper models the nonlinear dependencies between two random vectors by the perturbed independence distribution,...

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Veröffentlicht in:	Symmetry (Basel) 2021-07, Vol.13 (7), p.1308
1. Verfasser:	Loperfido, Nicola Maria Rinaldo
Format:	Artikel
Sprache:	eng
Schlagworte:	Correlation analysis Mathematical functions Maximum likelihood estimation Normal distribution Random variables
Online-Zugang:	Volltext
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