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Asymptotic distributions in the projection pursuit based canonical correlation analysis |
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| Authors: | JIN Jiao & CUI HengJian |
| Affiliation: | Beijing Normal University |
| Abstract: | In this paper, associations between two sets of random variables based on the projection pursuit (PP) method are studied. The asymptotic normal distributions of estimators of the PP based canonical correlations and weighting vectors are derived. |
| Keywords: | asymptotic distribution canonical correlation analysis influence function robust statistics |
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