Functional canonical analysis for square integrable stochastic processes
نویسندگان
چکیده
منابع مشابه
Functional Canonical Analysis for Square Integrable Stochastic Processes
We study the extension of canonical correlation from pairs of random vectors to the case where a data sample consists of pairs of square integrable stochastic processes. Basic questions concerning the definition and existence of functional canonical correlation are addressed and sufficient criteria for the existence of functional canonical correlation are presented. Various properties of functi...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2003
ISSN: 0047-259X
DOI: 10.1016/s0047-259x(02)00056-8