Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis
DOI10.2307/2347068zbMATH Open0497.62035OpenAlexW2469077851MaRDI QIDQ3962334FDOQ3962334
Authors: Norm A. Campbell 
Publication date: 1982
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347068
outlier detectionrobust estimationdiscriminant analysiscanonical variate analysisM-estimatorfunctional relationship model
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (15)
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- A class of robust principal component vectors.
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
- Robust canonical discriminant analysis
- Robust mean and covariance structure analysis through iteratively reweighted least squares
- Projection-pursuit approach to robust linear discriminant analysis
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
- Structural equation modeling with heavy tailed distributions
- Robust Reduced Rank Mixture Discriminant Analysis
- Robust linear discriminant analysis using S-estimators
- A procedure for the detection of multivariate outliers.
- Robust estimation of multivariate location and shape
- Robust descriptive discriminant analysis for repeated measures data
- Multiple outlier detection in multivariate data using self-organizing maps
- Influence in canonical variates analysis
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