Robust dimension reduction based on canonical correlation
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- Croux, Christophe & Haesbroeck, Gentiane, 1999. "Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 161-190, November.
- Pires, Ana M. & Branco, João A., 2002. "Partial Influence Functions," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 451-468, November.
- Taskinen, Sara & Croux, Christophe & Kankainen, Annaliisa & Ollila, Esa & Oja, Hannu, 2006. "Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 359-384, February.
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Cited by:
- Andrea Bergesio & María Eugenia Szretter Noste & Víctor J. Yohai, 2021. "A robust proposal of estimation for the sufficient dimension reduction problem," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 758-783, September.
- Guochang Wang & Jianjun Zhou & Wuqing Wu & Min Chen, 2017. "Robust functional sliced inverse regression," Statistical Papers, Springer, vol. 58(1), pages 227-245, March.
- Lan Xue & Jing Wang, 2010. "Distribution function estimation by constrained polynomial spline regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(4), pages 443-457.
- Dong, Yuexiao & Yu, Zhou & Zhu, Liping, 2015. "Robust inverse regression for dimension reduction," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 71-81.
- Chiancone, Alessandro & Forbes, Florence & Girard, Stéphane, 2017. "Student Sliced Inverse Regression," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 441-456.
- Cator, Eric A. & Lopuhaä, Hendrik P., 2010. "Asymptotic expansion of the minimum covariance determinant estimators," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2372-2388, November.
- Zhou, Jingke & Xu, Wangli & Zhu, Lixing, 2015. "Robust estimating equation-based sufficient dimension reduction," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 99-118.
- Zhou, Jingke & Zhu, Lixing, 2016. "Principal minimax support vector machine for sufficient dimension reduction with contaminated data," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 33-48.
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Keywords
62H12 Canonical correlation Dimension reduction MCD estimator Permutation test Robustness;JEL classification:
Statistics
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