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Generalized canonical analysis. (English) Zbl 0671.62058

Mathematical statistics theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 2, 133-136 (1987).
[For the entire collection see Zbl 0671.00013.]
Generalized canonical analysis includes canonical analysis as a particular case (and, consequently, multiple regression, analysis of variance, discriminant analysis, correspondence analysis,...) and also principal component analysis and multiple correspondence analysis. Generalized canonical analysis represents a remarkable synthesis of multivariate linear methods. We present in this paper generalized canonical analysis from a geometrical point of view, showing its relationship with principal component analysis.

MSC:

62H25 Factor analysis and principal components; correspondence analysis

Citations:

Zbl 0671.00013