The second order approximation to sample influence curve in canonical correlation analysis. (English) Zbl 1291.62206
Summary: A second order approximation to the sample influence curve (SIC) in canonical correlation analysis has been derived in the literature. However, it does not seem satisfactory for some cases. In this paper, we present a more accurate second order approximation. As a particular case, the proposed method is exact for the SIC of the squared multiple correlation coefficient. An example is given.
MSC:
| 62P15 | Applications of statistics to psychology |
Keywords:
canonical correlation analysis; multiple correlation; influence function; generalized eigenproblemReferences:
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