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This approach closely parallels the corresponding analysis when the covariance matrix is known (Davies and Tso, 1980) and demonstrates straightforwardly the intimate connection between reduced-rank regression and canonical analysis. A geometric interpretation of the analysis is given.<\/jats:p>","DOI":"10.1111\/j.2517-6161.1981.tb01169.x","type":"journal-article","created":{"date-parts":[[2018,12,7]],"date-time":"2018-12-07T07:06:29Z","timestamp":1544166389000},"page":"183-189","source":"Crossref","is-referenced-by-count":85,"title":["Reduced-Rank Regression and Canonical Analysis"],"prefix":"10.1093","volume":"43","author":[{"given":"M. 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