Optimal characteristics of a canonical correlation variable under unitarily invariant norm.
Zhang Guo · Journal of Zhejiang University(Sciences Edition) · 2002
The optimal characteristics of a canonical correlation variable may be expressed in terms of some extremes. A maximum value theorem and a minimal value theorem of a canonical correlation variable in the context of a unitarily invariant norm were derived. These results show that the canonical correlation variable, in a more general context, will have optimal properties.