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Local canonical correlation coefficients and canonical variables of groups of random variables |
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| Authors: | Xingzhong Xu |
| Affiliation: | XU Xingzhong Institute of Systems Science, Chinese Academy of Sciences, Beijing 100080, China |
| Abstract: | The concepts of local correlation coefficient, local canonical correlation coefficients and local canonical variables of groups of random variables are defined, which generalize the classical concepts in two groups of random variables.These concepts together with total corresponding concepts clarify the correlativity among groups of random variables. |
| Keywords: | groups of random variables covariance matrix local canonical correlation coefficients local canonical variables. |
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