Geodesic
On the Variance, Reliability and Importance of Canonical Variables
Yugoslav journal of operations research, Tome 7 (1997) no. 2, p. 267 .

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A new procedure is proposed to estimate the real variance of canonical variables and real redundancy measures derived from the formal definition of the standardized variance of a linear combination of standardized variables. On the basis of thus defined variance estimates, a measure of real reliability and two measures of the lower bound to reliability are derived. The application of reliability measures to the determination of the number of important canonical variables is also considered.
Classification : 62H20 62H25
Keywords: Canonical analysis, reliability, importance 
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     author = {Konstantin Momirovi\'c},
     title = {On the {Variance,} {Reliability} and {Importance} of {Canonical} {Variables}},
     journal = {Yugoslav journal of operations research},
     pages = {267 },
     publisher = {mathdoc},
     volume = {7},
     number = {2},
     year = {1997},
     zbl = {0941.62070},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_1997_7_2_a7/}
}
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Konstantin Momirović. On the Variance, Reliability and Importance of Canonical Variables. Yugoslav journal of operations research, Tome 7 (1997) no. 2, p. 267 . http://geodesic.mathdoc.fr/item/YJOR_1997_7_2_a7/