Between-group metrics

Gower, John C. and Albers, Casper J. (2011). Between-group metrics. Journal of Classification, 28(3) pp. 315–326.



In canonical analysis with more variables than samples, it is shown that, as well as the usual canonical means in the range-space of the within-groups dispersion matrix, canonical means may be defined in its null space. In the range space we have the usual Mahalanobis metric; in the null space explicit expressions are given and interpreted for a new metric.

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