Robust dimension reduction based on canonical correlation

DOI10.1016/J.JMVA.2008.04.003zbMath1151.62055OpenAlexW2041770858MaRDI QIDQ958917

Jianhui Zhou

Publication date: 10 December 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.04.003

zbMATH Keywords

robustnessdimension reductioncanonical correlationpermutation testMCD estimator

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

On dimension folding of matrix- or array-valued statistical objects ⋮ Student sliced inverse regression ⋮ Principal minimax support vector machine for sufficient dimension reduction with contaminated data ⋮ Asymptotic expansion of the minimum covariance determinant estimators ⋮ A robust proposal of estimation for the sufficient dimension reduction problem ⋮ Central limit theorem and influence function for the MCD estimators at general multivariate distributions ⋮ Dimension reduction based on constrained canonical correlation and variable filtering ⋮ Robust functional sliced inverse regression ⋮ Distribution function estimation by constrained polynomial spline regression ⋮ Robust inverse regression for dimension reduction ⋮ Robust estimating equation-based sufficient dimension reduction

Cites Work

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• Asymptotics for the minimum covariance determinant estimator
• Projection estimation in multiple regression with application to functional ANOVA models
• Partial influence functions
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
• A note On outlier sensitivity of Sliced Inverse Regression
• Simultaneous Equations and Canonical Correlation Theory
• Polynomial splines and nonparametric regression
• Sliced Inverse Regression for Dimension Reduction
• Theory & Methods: Special Invited Paper: Dimension Reduction and Visualization in Discriminant Analysis (with discussion)

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