Robustifying multiple-set linear canonical analysis with S-estimator

DOI10.5802/crmath.74zbMath1452.62366arXiv1910.08690OpenAlexW3086925135MaRDI QIDQ2208989

Ulrich Djemby Bivigou, Guy Martial Nkiet

Publication date: 28 October 2020

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.08690

zbMATH Keywords

robustnessS-estimatormultiple-set linear canonical analysis

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)

Cites Work

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• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Asymptotic theory of multiple-set linear canonical analysis
• Partial Least Squares Regression on Smooth Factors
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies

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