# Canonical correlation

August 23, 2014 — May 17, 2023

algebra

Bayes

convolution

functional analysis

Hilbert space

linear algebra

machine learning

model selection

nonparametric

statistics

uncertainty

William Press, Canonical Correlation Clarified by Singular Value Decomposition

Most statistical tests are canonical correlation analysis, apparently. (Knapp 1978).

**tl;dr** classic statistical tests are linear models where your goal decide if a coefficient should be regarded as non-zero or not. Jonas Kristoffer Lindeløv explains this perspective: Common statistical tests are linear models. FWIW I found that perspective to be a real 💡 moment.

## 1 References

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