To uncover the genetic underpinnings of brain disorders, brain imaging genomics usually jointly analyzes genetic variations and imaging measurements. Meanwhile, other biomarkers such as proteomic expressions can also carry valuable complementary information. Therefore, it is necessary yet challenging to investigate the underlying relationships among genetic variations, proteomic expressions, and neuroimaging measurements, which stands a chance of gaining new insights into the pathogenesis of brain disorders. Given multiple types of biomarkers, using sparse multi-view canonical correlation analysis (SMCCA) and its variants to identify the multi-way associations is straightforward. However, due to the gradient domination issue caused by the naive fusion of multiple SCCA objectives, SMCCA is suboptimal. In this paper, we proposed two adaptive SMCCA (AdaSMCCA) methods, i.e. the robustness-aware AdaSMCCA and the uncertainty-aware AdaSMCCA, to analyze the complicated associations among genetic, proteomic, and neuroimaging biomarkers. We also imposed a data-driven feature grouping penalty to the genetic data with aim to uncover the joint inheritance of neighboring genetic variations. An efficient optimization algorithm, which is guaranteed to converge, was provided. Using two state-of-the-art SMCCA as benchmarks, we evaluated robustness-aware AdaSMCCA and uncertainty-aware AdaSMCCA on both synthetic data and real neuroimaging, proteomics, and genetic data. Both proposed methods obtained higher associations and cleaner canonical weight profiles than comparison methods, indicating their promising capability for association identification and feature selection. In addition, the subsequent analysis showed that the identified biomarkers were related to Alzheimer's disease, demonstrating the power of our methods in identifying multi-way bi-multivariate associations among multiple heterogeneous biomarkers.