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Kanonisk Korrelationsanalyse

Kanonisk korrelationsanalyse (CCA) er en multivariat statistisk metode, der identificerer par af lineære kombinationer – én fra hvert af to variabelsæt – således at korrelationen mellem hvert par maksimeres. Introduceret af Harold Hotelling i hans banebrydende Biometrika-artikel fra 1936, giver CCA den mest generelle lineære ramme for at studere sammenhængen mellem to multivariate batterier af målinger, og mange klassiske procedurer (multipel regression, MANOVA, diskriminantanalyse) er specialtilfælde heraf.

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Kilder

  1. Hotelling, H. (1936). Relations between two sets of variates. Biometrika, 28(3–4), 321–377. DOI: 10.1093/biomet/28.3-4.321
  2. Anderson, T. W. (2003). An Introduction to Multivariate Statistical Analysis (3rd ed.). Wiley. ISBN: 978-0471360919
  3. Tabachnick, B. G., & Fidell, L. S. (2019). Using Multivariate Statistics (7th ed.). Pearson. ISBN: 978-0134790541

Sådan citerer du denne side

ScholarGate. (2026, June 3). Canonical Correlation Analysis. ScholarGate. https://scholargate.app/da/statistics/canonical-correlation-analysis

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Refereret af

ScholarGateCanonical Correlation Analysis (Canonical Correlation Analysis). Hentet 2026-06-15 fra https://scholargate.app/da/statistics/canonical-correlation-analysis · Datasæt: https://doi.org/10.5281/zenodo.20539026