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Local influence assessment in canonical correlation analysis

Kang-Mo Jung

Journal of Applied Statistics, 2000, vol. 27, issue 3, 293-301

Abstract: The local influence method is adapted to canonical correlation analysis for the purpose of investigating the influence of observations. We consider a perturbation based on the empirical distribution function. An illustrative example is given to show the effectiveness of the local influence method for the identification of influential observations.

Date: 2000
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DOI: 10.1080/02664760021619

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