Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices

By Sara Taskinen, Christophe Croux, Annaliisa Kankainen, Esa Ollila, Hannu Oja. 2006

58 citations recorded by the source corpus.

Subfields: Geometry and Topology, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/8fe9df843eaf65f993d13587f5745d80933a90f4

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In Statistics and Probability

1. Hendrik P. Lopuhaä
2. Eric A. Cator

Citations in the corpus

• A canonical definition of shape (2008, unknown): “Classical choices include (i) S(Σ) = Σ11 (Hallin and Paindaveine (2006a), Hallin et al. (2006), Hettmansperger and Randles (2002), and Randles (2000)), (ii) S(Σ) = (trΣ)/k (Dümbgen (1998), Ollila et al. (2004), and Tyler (1987)), and (iii) S(Σ) = |Σ|1/k (Dümbgen and Tyler (2005), Hallin and Painda”
• Central limit theorem and influence function for the MCD estimators at general multivariate distributions (2009, background): “These estimators, in particular the covariance estimator, also serve as robust plug-ins in other multivariate statistical techniques, such as principal component analysis [6, 21], multivariate linear regression [1, 20], discriminant analysis [11], factor analysis [16], canonical correlations [22, 25”