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Minimax Eccentricity Estimation for Multiple Set Factor Analysis  

Hyuncheol Kang (Department of Informational Statistics, Hoseo University)
Kim, Keeyoung (Department of Statistics, Korea University)
Publication Information
Journal of the Korean Statistical Society / v.31, no.2, 2002 , pp. 163-175 More about this Journal
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
Multiple set factor analysis; maximum eccentricity; generalized canonical correlation; sets of variables; internal independence;
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