@article{RSA_2002__50_2_5_0, author = {Croux, Christophe and Dehon, Catherine}, title = {Analyse canonique bas\'ee sur des estimateurs robustes de la matrice de covariance}, journal = {Revue de Statistique Appliqu\'ee}, pages = {5--26}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {50}, number = {2}, year = {2002}, language = {fr}, url = {http://archive.numdam.org/item/RSA_2002__50_2_5_0/} }
TY - JOUR AU - Croux, Christophe AU - Dehon, Catherine TI - Analyse canonique basée sur des estimateurs robustes de la matrice de covariance JO - Revue de Statistique Appliquée PY - 2002 SP - 5 EP - 26 VL - 50 IS - 2 PB - Société française de statistique UR - http://archive.numdam.org/item/RSA_2002__50_2_5_0/ LA - fr ID - RSA_2002__50_2_5_0 ER -
%0 Journal Article %A Croux, Christophe %A Dehon, Catherine %T Analyse canonique basée sur des estimateurs robustes de la matrice de covariance %J Revue de Statistique Appliquée %D 2002 %P 5-26 %V 50 %N 2 %I Société française de statistique %U http://archive.numdam.org/item/RSA_2002__50_2_5_0/ %G fr %F RSA_2002__50_2_5_0
Croux, Christophe; Dehon, Catherine. Analyse canonique basée sur des estimateurs robustes de la matrice de covariance. Revue de Statistique Appliquée, Tome 50 (2002) no. 2, pp. 5-26. http://archive.numdam.org/item/RSA_2002__50_2_5_0/
Asymptotic Theory for Canonical Correlation Analysis. Journal of Multivariate Analysis, 70, 1-29. | MR | Zbl
(1999),Asymptotics for the Minimum Covariance Determinant Estimator. The Annals of Statistics, 21, 1385-1400. | MR | Zbl
, & (1993),Robust Procedures in Multivariate Analysis : Robust Canonical Variate Analysis. Applied Statistics, 31, 1- 8. | Zbl
(1982),Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator. Journal of Multivariate Analysis, 71,161-190 | MR | Zbl
& (1999),Principal Component Analysis based on Robust Estimators of the Covariance or Correlation Matrix : Influence Functions and Efficiencies. Biometrika, 87, 603- 618. | MR | Zbl
& (2000),The asymptotic Distribution of Singular values with Applications to Canonical Correlations and Correspondance Analysis. Journal of Multivariate Analysis, 50, 238-264. | MR | Zbl
& (1994),Robust Statistics : The Approach Based in Influence Functions. New York: John Wiley and Sons. | MR | Zbl
, , & (1986),Relations between two sets of variates. Biometrika, 28, 321-377. | JFM | Zbl
(1936),On the Limiting Distribution of the Canonical Correlations. Biometrika, 32, 38-45. | JFM | MR | Zbl
(1941),Applied Multivariate Statistical Analysis. Prentice Hall International Editions. | MR | Zbl
& (1992)Robust Canonical Correlation and Correspondance Analysis. The Frontiers of Statistical Scientific and Industrial Applications, (Volume II of the proceedings of ICOSCO-I, The First International Conference on Statistical Computing, 335-354).
(1991),Asymptotics of Reweighted Estimators of Multivariate Location and Scatter. The Annals of Statistics, 27, 1638-1665. | MR | Zbl
(2000)Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices. The Annals of Statistics, 19, 229-248. | MR | Zbl
& (1991),Robust M-estimators of Multivariate Location and Scatter. The Annals of Statistics, 4, 51-67. | MR | Zbl
(1976),Matrix theory and its applications : selected topics. Marcel Dekker, New York. | MR | Zbl
(1976)Multivariate Statistical Inference and Applications, New York: Wiley. | Zbl
(1998)Influence in Canonical Correlation Analysis. Psychometrika, 57, 237-259. | MR | Zbl
(1992)Multivariate Estimation with Hight Breakdown Point. Mathematical Statistics and Applications, Vol. B, pp. 283-297, Dordrecht, the Netherlands : W. Grossmann, G. Pflug, I. Vincze, and W. Wertz. | MR | Zbl
(1985),A fast algorithm for the minimum covariance determinant estimator. Technometrics, 41, 212-23.
& DRIESSEN (1999),Unmasking multivariate outliers and leverage points. Journal of the American Statistical Association, 85, 663-639.
& ZOMEREN (1990),Studies in the Robustness of Multidimensional Scaling : Perturbational Analysis of Classical Scaling. Journal of the Royal Statistical Society B, 41, 217- 229. | MR | Zbl
(1979),La Régression PLS. Théorie et Pratique, Paris: Technip. | MR | Zbl
(1998),