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On invariance in canonical analysis with applications to covariate discriminant analysis |
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| Authors: | Jacques Dauxois Guy Martial Nkiet Yves Romain |
| Affiliation: | (1) Equipe GRIMM, Université de Toulouse Le Mirail, Toulouse, France;(2) Laboratoire de Statistique et Probabilités, Université Paul Sabatier, 118 route de Narbonne, 31062 Toulouse Cedex 9, France;(3) Département de Mathématiques et Informatique, Université des Sciences et Techniques de Masuku, Masuku, Gabon |
| Abstract: | 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. |
| Keywords: | Canonical analysis Covariate discriminant analysis Invariance Invariance test Redundancy test |
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