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STUDYING CANONICAL ANALYSIS: COMMENTS ON BARCIKOWSKI AND STEVENS
Multivariate Behavioral Research
|January 30, 2016
Abstract:
In their Monte Carlo study of canonical analysis, Barcikowski and Stevens evaluated the relative stability of canionical weights and loadings. This paper identifies some weaknesses in their study, suggests directions for future research in this area, and discusses interpretation of canonical analysis both in development and in cross-validation.