Robustifying multiple-set linear canonical analysis with S-estimator

Ulrich Djemby Bivigou; Guy Martial Nkiet

doi:10.5802/crmath.74

Statistiques

Robustifying multiple-set linear canonical analysis with S-estimator
[Robustification de l’analyse canonique linéaire généralisée avec un S-estimateur]

Ulrich Djemby Bivigou ¹ ; Guy Martial Nkiet ¹

¹ Université des Sciences et Techniques de Masuku, Franceville, Gabon

Comptes Rendus. Mathématique, Volume 358 (2020) no. 5, pp. 571-576.

Résumé
Abstract

Dans cet article, nous considérons une version robuste de l’analyse canonique linéaire généralisée obtenue en utilisant un S-estimateur de l’opérateur de covariance. Les fonctions d’influence correspondantes sont déterminées. Les propriétés asymptotiques de cette méthode robuste sont obtenues, et un test robuste de non-corrélation mutuelle est introduit.

In this paper, we consider a robust version of multiple-set linear canonical analysis obtained by using a S-estimator of covariance operator. The related influence functions are derived. Asymptotic properties of this robust method are obtained and a robust test for mutual non-correlation is introduced.

Reçu le : 2019-10-19
Révisé le : 2020-03-06
Accepté le : 2020-05-12
Publié le : 2020-09-14

DOI : 10.5802/crmath.74

Affiliations des auteurs :

Ulrich Djemby Bivigou ¹ ; Guy Martial Nkiet ¹

¹ Université des Sciences et Techniques de Masuku, Franceville, Gabon

Licence :

CC-BY 4.0

Droits d'auteur : Les auteurs conservent leurs droits

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     author = {Ulrich Djemby Bivigou and Guy Martial Nkiet},
     title = {Robustifying multiple-set linear canonical analysis with {S-estimator}},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {571--576},
     publisher = {Acad\'emie des sciences, Paris},
     volume = {358},
     number = {5},
     year = {2020},
     doi = {10.5802/crmath.74},
     language = {en},
}

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Ulrich Djemby Bivigou; Guy Martial Nkiet. Robustifying multiple-set linear canonical analysis with S-estimator. Comptes Rendus. Mathématique, Volume 358 (2020) no. 5, pp. 571-576. doi : 10.5802/crmath.74. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.74/

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