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1986 | OriginalPaper | Buchkapitel

On a Class of Robust Methods for Multivariate Data Analysis

verfasst von : V. Dobrić

Erschienen in: COMPSTAT

Verlag: Physica-Verlag HD

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A class of robust methods for multivariate data analysis was proposed to enable processing of data that do not satisfy assumptions necessary for the application of classical data analysis methods. Canonical covariance analysis (Momirović, Dobrić and Karaman, 1983) was developed as the general method to analyse relationships between two sets of variables. A model of robust redundancy analysis (Prot, Bosnar and Momirović, 1983), as well as models of robust regression (Štalec and Momirović, 1983) and discriminant (Dobrić and Momirović, 1984) analysis, were derived as special cases from the canonical covariance model. In order to clarify the interpretation of the obtained results, relationships between robust methods and corresponding classical methods were described in our previous papers. A set of programs for all proposed methods was written in GENSTAT and SS languages, and the behaviour of the methods was examined on real data.

Metadaten
Titel
On a Class of Robust Methods for Multivariate Data Analysis
verfasst von
V. Dobrić
Copyright-Jahr
1986
Verlag
Physica-Verlag HD
DOI
https://doi.org/10.1007/978-3-642-46890-2_31