ITEM METADATA RECORD
Title: Robust canonical correlations: A comparative study
Authors: Branco, JA ×
Croux, Christophe
Filzmoser, P
Oliveira, MR #
Issue Date: 2005
Publisher: Physica-verlag gmbh & co
Series Title: Computational statistics vol:20 issue:2 pages:203-229
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 axe 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.
URI: 
ISSN: 0943-4062
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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