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Regularized Generalized Canonical Correlation Analysis

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  • Arthur Tenenhaus

    ()

  • Michel Tenenhaus

    ()

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s11336-011-9206-8
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    Bibliographic Info

    Article provided by Springer in its journal Psychometrika.

    Volume (Year): 76 (2011)
    Issue (Month): 2 (April)
    Pages: 257-284

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    Handle: RePEc:spr:psycho:v:76:y:2011:i:2:p:257-284

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    Related research

    Keywords: generalized canonical correlation analysis; multi-block data analysis; PLS path modeling; regularized canonical correlation analysis;

    References

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    1. Jos Berge, 1988. "Generalized approaches to the maxbet problem and the maxdiff problem, with applications to canonical correlations," Psychometrika, Springer, vol. 53(4), pages 487-494, December.
    2. Vinod, H. D., 1976. "Canonical ridge and econometrics of joint production," Journal of Econometrics, Elsevier, vol. 4(2), pages 147-166, May.
    3. Bougeard, S. & Hanafi, M. & Qannari, E.M., 2008. "Continuum redundancy-PLS regression: A simple continuum approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3686-3696, March.
    4. Mohamed Hanafi, 2007. "PLS Path modelling: computation of latent variables with the estimation mode B," Computational Statistics, Springer, vol. 22(2), pages 275-292, July.
    5. John Geer, 1984. "Linear relations amongk sets of variables," Psychometrika, Springer, vol. 49(1), pages 79-94, March.
    6. Ledoit, Olivier & Wolf, Michael, 2004. "A well-conditioned estimator for large-dimensional covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 88(2), pages 365-411, February.
    7. Ledyard Tucker, 1958. "An inter-battery method of factor analysis," Psychometrika, Springer, vol. 23(2), pages 111-136, June.
    8. Yoshio Takane & Heungsun Hwang & Hervé Abdi, 2008. "Regularized Multiple-Set Canonical Correlation Analysis," Psychometrika, Springer, vol. 73(4), pages 753-775, December.
    9. Takane, Yoshio & Hwang, Heungsun, 2007. "Regularized linear and kernel redundancy analysis," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 394-405, September.
    10. Schäfer Juliane & Strimmer Korbinian, 2005. "A Shrinkage Approach to Large-Scale Covariance Matrix Estimation and Implications for Functional Genomics," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 4(1), pages 1-32, November.
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    Cited by:
    1. Cruz-Cano, Raul & Lee, Mei-Ling Ting, 2014. "Fast regularized canonical correlation analysis," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 88-100.
    2. Jörg Henseler & Marko Sarstedt, 2013. "Goodness-of-fit indices for partial least squares path modeling," Computational Statistics, Springer, vol. 28(2), pages 565-580, April.

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