2015
DOI: 10.3150/14-bej597
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Functional partial canonical correlation

Abstract: A rigorous derivation is provided for canonical correlations and partial canonical correlations for certain Hilbert space indexed stochastic processes. The formulation relies on a key congruence mapping between the space spanned by a second order, H-valued, process and a particular Hilbert function space deriving from the process' covariance operator. The main results are obtained via an application of methodology for constructing orthogonal direct sums from algebraic direct sums of closed subspaces.

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Cited by 2 publications
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“…Therefore, there will probably be no discrimination against gender in income. This designation of correlation has been used, for example, in scholarly articles [19][20][21][22][23].…”
Section: Methodsmentioning
confidence: 99%
“…Therefore, there will probably be no discrimination against gender in income. This designation of correlation has been used, for example, in scholarly articles [19][20][21][22][23].…”
Section: Methodsmentioning
confidence: 99%