Article In: orcid, cienciavitae, scopus

Robust canonical correlations: A comparative study

Computational Statistics

Branco J.A.; Croux C.; Oliveira M.R. — 2005

Key information

Authors:

Branco J.A. (João António Branco); Croux C.; Filzmoser P.; Oliveira M.R. (Maria do Rosário De Oliveira Silva)

Published in

12/01/2005

Abstract

Several approaches for robust canonical correlation analysis will be presented and discussed. A first method is based on the definition of canonical correlation analysis as looking for linear combinations of two sets of variables having maximal (robust) correlation. A second method is based on alternating robust regressions. These methods are discussed in detail and compared with the more traditional approach to robust canonical correlation via covariance matrix estimates. A simulation study compares the performance of the different estimators under several kinds of sampling schemes. Robustness is studied as well by breakdown plots.

Publication details

Authors in the community:

Publication version

AO - Author's Original

Title of the publication container

Computational Statistics

First page or article number

203

Last page

229

Volume

20

Issue

2

DOI

10.1007/bf02789700

Fields of Science and Technology (FOS)

mathematics - Mathematics

Publication language (ISO code)

eng - English

Alternative identifier (URI)

http://www.scopus.com/inward/record.url?eid=2-s2.0-15744390190&partnerID=MN8TOARS

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