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  1. No Access

    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)

  3. No Access

    Article

    Fitting multiplicative models by robust alternating regressions

    In this paper a robust approach for fitting multiplicative models is presented. Focus is on the factor analysis model, where we will estimate factor loadings and scores by a robust alternating regression algor...

    C. Croux, P. Filzmoser, G. Pison, P. J. Rousseeuw in Statistics and Computing (2003)

  4. No Access

    Chapter and Conference Paper

    Robust Redundancy Analysis by Alternating Regression

    Given two groups of variables redundancy analysis searches for linear combinations of variables in one group that maximize the variance of the other group that is explained by each one of the linear combinatio...

    M. R. Oliveira, J. A. Branco, C. Croux… in Theory and Applications of Recent Robust M… (2004)