Minimax Eccentricity Estimation for Multiple Set Factor Analysis

  • Hyuncheol Kang (Department of Informational Statistics, Hoseo University) ;
  • Kim, Keeyoung (Department of Statistics, Korea University)
  • Published : 2002.06.01

Abstract

An extended version of the minimax eccentricity factor estimation for multiple set case is proposed. In addition, two more simple methods for multiple set factor analysis exploiting the concept of generalized canonical correlation analysis is suggested. Finally, a certain connection between the generalized canonical correlation analysis and the multiple set factor analysis is derived which helps us clarify the relationship.

Keywords

References

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