Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator

DOI10.1080/03610926.2021.1880593OpenAlexW3127294558MaRDI QIDQ5039811

Guy Martial Nkiet, Ulrich Djemby Bivigou

Publication date: 4 October 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.02669

zbMATH Keywords

robustnessinfluence functionMCD estimatorasymptotic studymultiple-set canonical analysis

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Central limit theorem and influence function for the MCD estimators at general multivariate distributions
• Regularized generalized canonical correlation analysis
• Asymptotic expansion of the minimum covariance determinant estimators
• Functional multiple-set canonical correlation analysis
• Regularized multiple-set canonical correlation analysis
• Asymptotics for the minimum covariance determinant estimator
• Tensor products and statistics
• Asymptotic theory of multiple-set linear canonical analysis
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Asymptotic distributions of principal components based on robust dispersions
• Asymptotic study of eigenelements of a sequence of random selfadjoint operators
• Asymptotic expansion of S‐estimators of location and covariance
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies

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