Canonical Correlation Analysis in the Case of Multivariate Repeated Measures Data

Krzyśko, Mirosław; Łukaszonek, Wojciech; Wołyński, Waldemar

doi:10.21307/stattrans-2018-005

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)

Accessibility

The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice

Full text

Bibliography

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Cited by

ISSN

1234-7655

Language

eng

URI / DOI

BazEkon - The Main Library of the Cracow University of Economics

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