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    Chapter and Conference Paper

    Outlier resistant estimators for canonical correlation analysis

    Canonical correlation analysis studies associations between two sets of random variables. Its standard computation is based on sample covariance matrices, which are however very sensitive to outlying observati...

    P. Filzmoser, C. Dehon, C. Croux in COMPSTAT (2000)

  2. No Access

    Chapter and Conference Paper

    A robust version of principal factor analysis

    Our aim is to construct a factor analysis method that can resist the effect of outliers. We start with a highly robust initial covariance estimator, after which the factors can be obtained from maximum likelih...

    G. Pison, P. J. Rousseeuw, P. Filzmoser, C. Croux in COMPSTAT (2000)