Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis

N. A. Campbell

Journal of the Royal Statistical Society Series C, 1982, vol. 31, issue 1, 1-8

Abstract: 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.

Date: 1982
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