A robust predictive approach for canonical correlation analysis
نویسندگان
چکیده
منابع مشابه
Robust Methods for Canonical Correlation Analysis
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 four different ways for performing a robust canonical correlation analysis. One method uses robust estimators of the involved covariance...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2015
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.09.007