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标题：CANONICAL CORRELATION ANALYSIS IN THE CASE OF MULTIVARIATE REPEATED MEASURES DATA
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作者：Mirosław Krzyśko ; Wojciech Łukaszonek ; Waldemar Wołyński 等
期刊名称：Statistics in Transition
印刷版ISSN：1234-7655
电子版ISSN：2450-0291
出版年度：2018
卷号：19
期号：1
页码：75-85
DOI：10.21307/stattrans-2018-005
出版社：Exeley Inc.
摘要：In this paper, we present, in the real example, canonical variables applicable in the case of multivariate repeated measures data under the following assumptions: (1) multivariate normality for the vector of observations and (2) Kronecker product structure of the positive definite covariance matrix. These variables are especially useful when the number of observations is not large enough to estimate the covariance matrix, and thus the traditional canonical variables fail. Computational schemes for maximum likelihood estimates of required parameters are also given.
关键词：canonical correlation analysis;repeated measures data (doubly multivariate data);Kronecker product covariance structure;maximum likelihood estimates