On invariance in canonical analysis with applications to covariate discriminant analysis

• Autores: Jacques Dauxois, Guy Martial Nkiet, Yves Romain
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 16, Nº. 2, 2007, págs. 314-332
• Idioma: inglés
• DOI: 10.1007/s11749-006-0011-0
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• Resumen

  • We give a result about the invariance of canonical analysis of Euclidean subspaces, so improving a known property. Furthermore, we apply this result to determine conditions for invariance of covariate discriminant analysis when the original variables are linearly transformed. That permits us to introduce a test for this invariance for which we only suppose that the variable admits fourth order moments. A test for redundancy of subcomponents’ variables is obtained as a particular case.