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A note on multiple and canonical correlation for a singular covariance matrix. (English) Zbl 0381.62048

MSC:
62H20 Measures of association (correlation, canonical correlation, etc.)
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References:
[1] Graybill, F.Introduction to matrices with applications in statistics. Belmont, California: Wadsworth Publishing Co., Inc., 1969. · Zbl 0188.51601
[2] Khatri, C. G.Mathematics of matrices (in Gujarati). Ahmedabad, India: Gujarat University Press, 1971. · Zbl 0231.62067
[3] Rao, C. R., and Mitra, S. K.Generalized inverse of matrices and its applications. New York: Wiley and Sons, Inc., 1971. · Zbl 0236.15004
[4] Tucker, Ledyard R, Cooper, Lee G., and Meredith, William. Obtaining squared multiple correlations from a correlation matrix which may be singular.Psychometrika, 1972,37, 143–148. · Zbl 0245.62059 · doi:10.1007/BF02306772
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