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Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis
Author(s) -
Campbell N. A.
Publication year - 1982
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347068
Subject(s) - random variate , multivariate statistics , canonical analysis , multivariate analysis , mathematics , statistics , econometrics , random variable
S ummary Robust M ‐estimation for canonical variate analysis is developed, based on a functional relationship model; the associated weights depend on the distance of an observation from the canonical variate mean for the group. For uncontaminated data, the robust M ‐estimation procedure performs similarly to the usual canonical variate analysis. A typical data set is examined; the usual canonical vectors are little affected by the presence of atypical observations, though the canonical roots are considerably influenced.