no. 5
Statistiques
Robustifying multiple-set linear canonical analysis with S-estimator
[Robustification de l’analyse canonique linéaire généralisée avec un S-estimateur]
Bivigou, Ulrich Djemby1 ; Nkiet, Guy Martial1 
1 Université des Sciences et Techniques de Masuku, Franceville, Gabon
Comptes Rendus. Mathématique, Tome 358 (2020) no. 5, pp. 571-576.

Dans cet article, nous considérons une version robuste de l’analyse canonique linéaire généralisée obtenue en utilisant un S-estimateur de l’opérateur de covariance. Les fonctions d’influence correspondantes sont déterminées. Les propriétés asymptotiques de cette méthode robuste sont obtenues, et un test robuste de non-corrélation mutuelle est introduit.

In this paper, we consider a robust version of multiple-set linear canonical analysis obtained by using a S-estimator of covariance operator. The related influence functions are derived. Asymptotic properties of this robust method are obtained and a robust test for mutual non-correlation is introduced.

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DOI : 10.5802/crmath.74
Bivigou, Ulrich Djemby 1 ; Nkiet, Guy Martial 1

1 Université des Sciences et Techniques de Masuku, Franceville, Gabon 
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Bivigou, Ulrich Djemby; Nkiet, Guy Martial. Robustifying multiple-set linear canonical analysis with S-estimator. Comptes Rendus. Mathématique, Tome 358 (2020) no. 5, pp. 571-576. doi : 10.5802/crmath.74. http://archive.numdam.org/articles/10.5802/crmath.74/

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