Comptes Rendus
no. 5
Statistiques
Robustifying multiple-set linear canonical analysis with S-estimator
[Robustification de l’analyse canonique linéaire généralisée avec un S-estimateur]
Ulrich Djemby Bivigou1 ; Guy Martial Nkiet1 
1 Université des Sciences et Techniques de Masuku, Franceville, Gabon
Comptes Rendus. Mathématique, Volume 358 (2020) no. 5, pp. 571-576.

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 :
Révisé le :
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Publié le :
DOI : 10.5802/crmath.74
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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     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},
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     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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