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Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix. (English) Zbl 0766.62032
L’objet du papier est d’établir, en utilisant une approche géométrique, les liens qui existent entre les corrélations canoniques de deux vecteurs aléatoires suivant qu’ils sont obtenus soit à partir de la matrice des covariances, soit á partir d’une inverse généralisée réflexive symétrique de cette matrice. L’étude concerne, en particulier, le nombre des corrélations valant 1.

MSC:
62H20 Measures of association (correlation, canonical correlation, etc.)
15A99 Basic linear algebra
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