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Author
Krzyśko Mirosław (Adam Mickiewicz University in Poznań, Poland), Łukaszonek Wojciech (The President Stanisław Wojciechowski State University of Applied Sciences in Kalisz), Wołyński Waldemar (Adam Mickiewicz University in Poznań, Poland)
Title
Canonical Correlation Analysis in the Case of Multivariate Repeated Measures Data
Source
Statistics in Transition, 2018, vol. 19, nr 1, s. 75-85, rys., tab., bibliogr. s. 84-85
Keyword
Analiza korelacji, Metoda największej wiarygodności
Correlation analysis, Maximum likelihood estimation
Note
summ.
Abstract
In this paper, we present, in the real example, canonical variables applicable in the case of multivariate repeated measures data under the following assumptions: (1) multivariate normality for the vector of observations and (2) Kronecker product structure of the positive definite covariance matrix. These variables are especially useful when the number of observations is not large enough to estimate the covariance matrix, and thus the traditional canonical variables fail. Computational schemes for maximum likelihood estimates of required parameters are also given. (original abstract)
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The Library of Warsaw School of Economics
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Bibliography
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ISSN
1234-7655
Language
eng
URI / DOI
http://dx.doi.org/10.21307/stattrans-2018-005
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