CANONICAL CORRELATION-ANALYSIS WHEN THE DATA ARE CURVES

It is not immediately Straightforward to extend canonical correlation analysis to the context of functional data analysis, where the data ar e themselves curves or functions. The obvious approach breaks down, an d it is necessary to use a method involving smoothing in some way. Suc h a method is introduced and discussed with reference to a data set on human gait. The breakdown of the unsmoothed method is illustrated in a practical context and is demonstrated theoretically. A consistency t heorem for the smoothed method is proved.