Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices

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dc.contributor.author Taskinen, Sara
dc.contributor.author Croux, Christophe
dc.contributor.author Kankainen, Annaliisa
dc.contributor.author Ollila, Esa
dc.contributor.author Oja, Hannu
dc.date.accessioned 2012-11-29T12:26:08Z
dc.date.available 2012-11-29T12:26:08Z
dc.date.issued 2006 fi
dc.identifier.citation Taskinen, S., Croux, C., Kankainen, A., Ollila, E., & Oja, H. (2006). Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices. J. Multivariate Anal., 97 (2,), 359-384. doi:10.1016/j.jmva.2005.03.005 fi
dc.identifier.issn 0047-259X
dc.identifier.other TUTKAID_18239
dc.identifier.uri http://hdl.handle.net/123456789/40460
dc.description.abstract In this paper, the influence functions and limiting distributions of the canonical correlations and coefficients based on affine equivariant scatter matrices are developed for elliptically symmetric distributions. General formulas for limiting variances and covariances of the canonical correlations and canonical vectors based on scatter matrices are obtained. Also the use of the so-called shape matrices in canonical analysis is investigated. The scatter and shape matrices based on the affine equivariant Sign Covariance Matrix as well as the Tyler's shape matrix serve as examples. Their finite sample and limiting efficiencies are compared to those of the Minimum Covariance Determinant estimators and S-estimator through theoretical and simulation studies. The theory is illustrated by an example. fi
dc.language.iso eng
dc.publisher Elsevier
dc.relation.ispartof Journal of Multivariate Analysis
dc.rights © Elsevier. This is an author's final draft version of an article whose final and definitive form has been published by Elsevier.
dc.subject.other kanoniset korrelaatiot
dc.subject.other vektorit
dc.subject.other canonical correlations
dc.subject.other canonical variables
dc.subject.other canonical vectors
dc.subject.other shape matrix
dc.subject.other sign covariance matrix
dc.subject.other Tyler's estimate
dc.title Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
dc.type Article en
dc.identifier.urn URN:NBN:fi:jyu-201211293121
dc.subject.kota 112
dc.contributor.laitos Matematiikan ja tilastotieteen laitos
dc.contributor.laitos Department of Mathematics and Statistics en
jyx.tutka.volyme 97
jyx.tutka.mnumber 2,
jyx.tutka.pagetopage 359-384.
dc.type.uri http://purl.org/eprint/type/SubmittedJournalArticle
dc.identifier.doi 10.1016/j.jmva.2005.03.005
dc.date.updated 2012-11-29T10:39:50Z
dc.description.version Author's Final draft
eprint.status http://purl.org/eprint/type/status/PeerReviewed

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