Distributions and the Bootstrap Method of Some Statistics in Principal Canonical Correlation Analysis
Takakazu Sugiyama, Toru Ogura, Fumitake Sakaori, Tomoya Yamada · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 2007
We investigate the canonical correlation of the principal components from two populations, and attain the limiting distribution using the perturbation expansion of the canonical correlation estimate. We discuss the numerical accuracy of the limiting distribution.