Analyse canonique basée sur des estimateurs robustes de la matrice de covariance
Revue de Statistique Appliquée, Tome 50 (2002) no. 2, pp. 5-26.
@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/

T.W. Anderson (1999), Asymptotic Theory for Canonical Correlation Analysis. Journal of Multivariate Analysis, 70, 1-29. | MR | Zbl

R.W. Butler, P.L. Davies & M. Jhun (1993), Asymptotics for the Minimum Covariance Determinant Estimator. The Annals of Statistics, 21, 1385-1400. | MR | Zbl

N.A. Campbell (1982), Robust Procedures in Multivariate Analysis : Robust Canonical Variate Analysis. Applied Statistics, 31, 1- 8. | Zbl

C. Croux & G. Haesbroeck (1999), Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator. Journal of Multivariate Analysis, 71,161-190 | MR | Zbl

C. Croux & G. Haesbroeck (2000), Principal Component Analysis based on Robust Estimators of the Covariance or Correlation Matrix : Influence Functions and Efficiencies. Biometrika, 87, 603- 618. | MR | Zbl

M.L. Eaton & D. Tyler (1994), The asymptotic Distribution of Singular values with Applications to Canonical Correlations and Correspondance Analysis. Journal of Multivariate Analysis, 50, 238-264. | MR | Zbl

F.R. Hampel, E.M. Ronchetti, P.J. Rousseeuw & W.A. Stahel (1986), Robust Statistics : The Approach Based in Influence Functions. New York: John Wiley and Sons. | MR | Zbl

H. Hotelling (1936), Relations between two sets of variates. Biometrika, 28, 321-377. | JFM | Zbl

P.L. Hsu (1941), On the Limiting Distribution of the Canonical Correlations. Biometrika, 32, 38-45. | JFM | MR | Zbl

R.A. Johnson & D.W. Wichern (1992) Applied Multivariate Statistical Analysis. Prentice Hall International Editions. | MR | Zbl

G. Karnel (1991), 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).

H.P. Lopuhaä (2000) Asymptotics of Reweighted Estimators of Multivariate Location and Scatter. The Annals of Statistics, 27, 1638-1665. | MR | Zbl

H.P. Lopuhaä & P.J. Rousseeuw (1991), Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices. The Annals of Statistics, 19, 229-248. | MR | Zbl

R.A. Maronna (1976), Robust M-estimators of Multivariate Location and Scatter. The Annals of Statistics, 4, 51-67. | MR | Zbl

N.J. Pullman (1976) Matrix theory and its applications : selected topics. Marcel Dekker, New York. | MR | Zbl

A.C. Rencher (1998) Multivariate Statistical Inference and Applications, New York: Wiley. | Zbl

M. Romanazzi (1992) Influence in Canonical Correlation Analysis. Psychometrika, 57, 237-259. | MR | Zbl

P.J. Rousseeuw (1985), 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

P.J. Rousseeuw & K. Van DRIESSEN (1999), A fast algorithm for the minimum covariance determinant estimator. Technometrics, 41, 212-23.

P.J. Rousseeuw & B.C. Van ZOMEREN (1990), Unmasking multivariate outliers and leverage points. Journal of the American Statistical Association, 85, 663-639.

R. Sibson (1979), Studies in the Robustness of Multidimensional Scaling : Perturbational Analysis of Classical Scaling. Journal of the Royal Statistical Society B, 41, 217- 229. | MR | Zbl

M. Tenenhaus (1998), La Régression PLS. Théorie et Pratique, Paris: Technip. | MR | Zbl