Resumen de On invariance in canonical analysis with applications to covariate discriminant analysis

Jacques Dauxois, Guy Martial Nkiet, Yves Romain

• 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.