Sparse semiparametric canonical correlation analysis for data of mixed types

Grace Yoon1, Raymond J Carroll1, Irina Gaynanova1

  • 1Department of Statistics, Texas A&M University, College Station, Texas 77843, U.S.A.

Biometrika
|October 8, 2021
PubMed
Summary

We introduce a novel sparse canonical correlation analysis for complex datasets. This method effectively handles high-dimensional, mixed data types, including those with excess zeroes, by using latent Gaussian copulas.

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