Stochastic approximation of the factors of a generalized canonical correlation analysis
Résumé
We suppose that data of a generalized canonical correlation analysis are i.i.d. observations of a random vector Z which are taken sequentially. We define a recursive method of sequential estimation of the factors. This can be applied also when there is a great amount of non random data vectors.
Domaines
Statistiques [math.ST]
Origine : Fichiers produits par l'(les) auteur(s)
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