Robust dimension reduction based on canonical correlation
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Publication:958917
DOI10.1016/j.jmva.2008.04.003zbMath1151.62055OpenAlexW2041770858MaRDI QIDQ958917
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
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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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