Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices

DOI10.1016/j.jmva.2005.03.005zbMath1085.62078OpenAlexW2039248991WikidataQ109744493 ScholiaQ109744493MaRDI QIDQ2489759

Annaliisa Kankainen, Sara Taskinen, Christophe Croux, Hannu Oja, Esa Ollila

Publication date: 28 April 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://urn.fi/URN:NBN:fi:jyu-201211293121

zbMATH Keywords

tablesCanonical correlationsCanonical variablesCanonical vectorsShape matrixSign covariance matrixTyler's estimate

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

A weighted spatial median for clustered data, Asymptotic expansion of the minimum covariance determinant estimators, Robust smoothed canonical correlation analysis for functional data, Aspects of robust canonical correlation analysis, principal components and association, Central limit theorem and influence function for the MCD estimators at general multivariate distributions, On testing the equality of latent roots of scatter matrices under ellipticity, Robustifying principal component analysis with spatial sign vectors, Optimal rank-based tests for homogeneity of scatter, A robust predictive approach for canonical correlation analysis, Robust sieve estimators for functional canonical correlation analysis, Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data, Robust dimension reduction based on canonical correlation, Asymptotic distributions in the projection pursuit based canonical correlation analysis, Spatial sign correlation, Robust canonical correlations: a comparative study, Inference on the shape of elliptical distributions based on the MCD, Robust estimation of Cronbach's alpha, Canonical correlation analysis for elliptical copulas, A canonical definition of shape, Optimal tests for homogeneity of covariance, scale, and shape, The minimum weighted covariance determinant estimator, A comparative study for robust canonical correlation methods

Cites Work

• Unnamed Item
• Unnamed Item
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• A distribution-free M-estimator of multivariate scatter
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust m-estimators of multivariate location and scatter
• Asymptotic theory for canonical correlation analysis
• Asymptotics for the minimum covariance determinant estimator
• The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis
• The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies.
• Asymptotics of reweighted estimators of multivariate location and scatter
• Depth weighted scatter estimators
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
• Radial estimates and the test for sphericity
• A practical affine equivariant multivariate median
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix
• RELATIONS BETWEEN TWO SETS OF VARIATES
• ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS
• Robust Statistics