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Some correlation optimization problems of econometrics, statistics and psychology
Author(s) -
Scobey P.,
Kabe D. G.
Publication year - 1980
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710220709
Subject(s) - mathematics , maximization , canonical correlation , random variate , correlation , minification , econometrics , statistics , mathematical optimization , random variable , geometry
Some results of conditional expectation minimization theory and canonical correlations theory are used to give a unified approach to the derivation of several known results of correlation maximization theory involving prediction of one vector variate by using linear functions of another correlated vector variate. The present unified approach is more direct and straight‐forward than the varied and different methods used by several authors to study population linear relationships between two vector variables within the framework of canonical correlation theory. The basis of our unified approach is the single underlying principle of correlation maximization.