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    Continuous canonical correlation analysis

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    Abstract
    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.
    Citation
    Cuadras, C.M. (2005), Continuous canonical correlation analysis, Research Letters in the Information and Mathematical Sciences, 8, 97-103
    Date
    2005
    Author
    Caudras, C.M.
    Publisher
    Massey University
    URI
    http://hdl.handle.net/10179/4454
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    • Research Letters in the Information and Mathematical Sciences
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