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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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:27:y:2000:i:3:p:293-301
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DOI: 10.1080/02664760021619
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