Browsing by Author "Caudras, C.M."

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    Continuous canonical correlation analysis
    (Massey University, 2005) Caudras, C.M.
    Given a bivariate distribution, the set of canonical correlations and functions is in general finite or countable. By using an inner product between two functions via an extension of the covariance, we find all the canonical correlations and functions for the so-called Cuadras-Aug´e copula and prove the continuous dimensionality of this distribution.