- Autor
- 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)
- Tytuł
- Canonical Correlation Analysis in the Case of Multivariate Repeated Measures Data
- Źródło
- Statistics in Transition, 2018, vol. 19, nr 1, s. 75-85, rys., tab., bibliogr. s. 84-85
- Słowa kluczowe
- Analiza korelacji, Metoda największej wiarygodności
Correlation analysis, Maximum likelihood estimation - Uwagi
- summ.
- Abstrakt
- 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)
- Dostępne w
- Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach - Pełny tekst
- Pokaż
- Bibliografia
-
- DERĘGOWSKI, K., KRZYŚKO, M., (2009). Principal component analysis in the case of multivariate repeated measures data, Biometrical Letters, 46 (2), pp. 163-172.
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- KRZYŚKO, M., SKORZYBUT, M., (2009). Discriminant analysis of multivariate repeated measures data with a Kronecker product structured covariance matrices, Statistical papers, 50, 817-835.
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- LANCASTER, P., TISMENETSKY, M., (1985). The Theory of Matrices, Second Edition: With Applications. Academic Press, Orlando.
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- SRIVASTAVA, J., Naik, D. N., (2008). Canonical correlation analysis of longitudinal data, Denver JSM 2008 Proceedings, Biometrics Section, pp. 563-568.
- SRIVASTAVA, M.S., VON ROSEN, T., VON ROSEN, D., (2008). Models with a Kronecker product covariance structure: estimation and testing, Math. Methods Stat., 17 (4), pp. 357-370.
- Cytowane przez
- ISSN
- 1234-7655
- Język
- eng
- URI / DOI
- http://dx.doi.org/10.21307/stattrans-2018-005
