Relations amongm sets of measures |
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Authors: | Paul Horst |
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Institution: | (1) University of Washington, USA |
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Abstract: | The problem of determining linear functions for two sets of variables so as to maximize the correlation between the two functions has been solved by Hotelling. This article presents a more efficient computational solution for the case of two sets of variables and a generalized solution for any number of sets. Applications are discussed and a numerical example is included to demonstrate the solution for more than two sets. |
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