Robustifying multiple-set linear canonical analysis with S-estimator
Statistics Theory
2019-10-22 v1 Statistics Theory
Abstract
We consider a robust version of multiple-set linear canonical analysis obtained by using a S-estimator of covariance operator. The related influence functions are derived. Asymptotic properties of this robust method are obtained and a robust test for mutual non-correlation is introduced.
Cite
@article{arxiv.1910.08690,
title = {Robustifying multiple-set linear canonical analysis with S-estimator},
author = {Ulrich Djemby Bivigou and Guy Martial Nkiet},
journal= {arXiv preprint arXiv:1910.08690},
year = {2019}
}