On the permutation test in canonical correlation analysis

  • Authors:
  • Tomoya Yamada;Takakazu Sugiyama

  • Affiliations:
  • Department of Economics, Sapporo Gakuin University, 11 Bunkyodai, Ebetsu, Hokkaido, Japan;Department of Mathematics, Faculty of Science and Engineering, Chuo University, 1-13-27 Kasuga, Bunkyo-ku, Tokyo, Japan

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2006

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Abstract

In canonical correlation analysis, we are interested in testing whether the @ath canonical correlation coefficient is some number, especially the first canonical correlation coefficient. In this paper, we try the permutation test in canonical correlation analysis and suggest some test statistics.