Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator
نویسندگان
چکیده
منابع مشابه
The minimum weighted covariance determinant estimator
In this paper we introduce weighted estimators of the location and dispersion of a multivariate data set with weights based on the ranks of the Mahalanobis distances. We discuss some properties of the estimators like the breakdown point, influence function and asymptotic variance. The outlier detection capacities of different weight functions are compared. A simulation study is given to investi...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2021
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2021.1880593