Robust multivariate association and dimension reduction using density divergences

DOI10.1016/J.JMVA.2013.03.004MaRDI QIDQ391608zbMATH OpenOpenAlexFDO

Authors Ross Iaci, T. N. Sriram

Publication date 10 January 2014

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

Full work available at URL https://doi.org/10.1016/j.jmva.2013.03.004

zbMATH Keywords

robustnesspermutation testsdensity power divergencedensity alpha divergencemultivariate association measures

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(5)

• Non-linear canonical correlation analysis using alpha-beta divergence
• The dual central subspaces in dimension reduction
• Analysis of double single index models
• Robust dependence measure for detecting associations in large data set
• An Informational Measure of Association and Dimension Reduction for Multiple Sets and Groups With Applications in Morphometric Analysis

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