Article ID Journal Published Year Pages File Type
10525930 Statistics & Probability Letters 2005 10 Pages PDF
Abstract
Using a penalization of a statistic based on eigenvalues, we introduce a direct estimation method for the dimensionality in linear canonical analysis. Consistency of the resulting estimator is established and simulations show its finite sample performances.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On estimation of the dimensionality in linear canonical analysis
Authors
,