Page 264 - Jolliffe I. Principal Component Analysis
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9.3. Canonical Correlation Analysis and Related Techniques
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is very similar to that of (9.3.1). The difference is that the separation
into latent variables common to both sets of measured variables and those
specific to one set of measured variables is explicit in (9.3.1). Burnham
et al. (1999) successfully fit their model to a number of examples from
chemometrics.
