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Erschienen in:
2000 | OriginalPaper | Buchkapitel
Outlier resistant estimators for canonical correlation analysis
verfasst von : P. Filzmoser, C. Dehon, C. Croux
Erschienen in: COMPSTAT
Verlag: Physica-Verlag HD
Enthalten in: Professional Book Archive
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Canonical correlation analysis studies associations between two sets of random variables. Its standard computation is based on sample covariance matrices, which are however very sensitive to outlying observations. In this note we introduce, discuss and compare different ways for performing a robust canonical correlation analysis. Two methods are based on robust estimators of covariance matrices, the others on projection-pursuit techniques.