Canonical Correlation | The SAGE Encyclopedia of Educational Research, Measurement, and Evaluation

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Canonical Correlation

In: The SAGE Encyclopedia of Educational Research, Measurement, and Evaluation

Encyclopedia

Edited by: Bruce B. Frey Published: 2018

DOI: https://dx.doi.org/10.4135/9781506326139.n98

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Canonical correlation is a statistical measure for expressing the relationship between two sets of variables. Formally, given two random vectors x ∈ Rdx and y ∈ Rdy with some joint (unknown) distribution ...

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