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dc.contributor.authorTaskinen, Sara
dc.contributor.authorCroux, Christophe
dc.contributor.authorKankainen, Annaliisa
dc.contributor.authorOllila, Esa
dc.contributor.authorOja, Hannu
dc.date.accessioned2012-11-29T12:26:08Z
dc.date.available2012-11-29T12:26:08Z
dc.date.issued2006fi
dc.identifier.citationTaskinen, 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. <em>J. Multivariate Anal.</em>, 97 (2,), 359-384.. <a href="http://dx.doi.org/10.1016/j.jmva.2005.03.005">doi:10.1016/j.jmva.2005.03.005</a>fi
dc.identifier.otherTUTKAID_18239
dc.identifier.urihttps://jyx.jyu.fi/handle/123456789/40460
dc.description.abstractIn 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.isoeng
dc.publisherElsevier
dc.relation.ispartofseriesJournal of Multivariate Analysis
dc.subject.otherkanoniset korrelaatiot
dc.subject.othervektorit
dc.subject.othercanonical correlations
dc.subject.othercanonical variables
dc.subject.othercanonical vectors
dc.subject.othershape matrix
dc.subject.othersign covariance matrix
dc.subject.otherTyler's estimate
dc.titleInfluence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
dc.typeArticle
dc.identifier.urnURN:NBN:fi:jyu-201211293121
dc.contributor.laitosMatematiikan ja tilastotieteen laitos
dc.contributor.laitosDepartment of Mathematics and Statisticsen
dc.type.urihttp://purl.org/eprint/type/SubmittedJournalArticle
dc.identifier.doi10.1016/j.jmva.2005.03.005
dc.date.updated2012-11-29T10:39:50Z
dc.type.coarjournal article
dc.description.reviewstatuspeerReviewed
dc.format.pagerange359-384.
dc.relation.issn0047-259X
dc.relation.numberinseries2
dc.relation.volume97
dc.type.versionacceptedVersion
dc.rights.copyright© Elsevier. This is an author's final draft version of an article whose final and definitive form has been published by Elsevier.
dc.rights.accesslevelopenAccessfi


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