A robust predictive approach for canonical correlation analysis

DOI10.1016/j.jmva.2014.09.007zbMath1302.62067OpenAlexW1968617782MaRDI QIDQ476257

Stella M. Donato, Jorge G. Adrover

Publication date: 28 November 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.09.007

zbMATH Keywords

canonical correlation analysisM-scalesmean relative prediction errorS-estimation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

A robust proposal of estimation for the sufficient dimension reduction problem, Aspects of robust canonical correlation analysis, principal components and association, Development of a canonical correlation model involving non linearity and asymmetric variables

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