期刊文献+

ASSESSMENT OF INFLUENCE IN CANONICAL CORRELATION ANALYSIS

ASSESSMENT OF INFLUENCE IN CANONICAL CORRELATION ANALYSIS
下载PDF
导出
摘要 By expanding the perturbation of covariance matrix in the powers of er-ror term,the influence functions for five canonical measurements in CCA are devel-oped and three sample versions are given.For generalized correlation coefficient p_z,the influence function is a quadratic form of r.v.z,and its distribution is considered.A practical example iUustrates the utility of the proposed influence functions. By expanding the perturbation of covariance matrix in the powers of er- ror term,the influence functions for five canonical measurements in CCA are devel- oped and three sample versions are given.For generalized correlation coefficient p_z, the influence function is a quadratic form of r.v.z,and its distribution is considered. A practical example iUustrates the utility of the proposed influence functions.
出处 《Journal of Southeast University(English Edition)》 EI CAS 1993年第2期60-68,共9页 东南大学学报(英文版)
关键词 CANONICAL CORRELATION analysis perturbation/influence FUNCTION influential OBSERVATION canonical correlation analysis perturbation/influence function influential observation
  • 相关文献

参考文献10

  • 1Zhang Yaoting,Fang Kaitai.An Introduction to Mutivariate Statistical Analysis. . 1983
  • 2Zhang Yaoting.Generalized correlation coefficients and their applications. Acta Mathematicae Applagatae Sinica . 1978
  • 3Cook R D,Weisberg S.Residual and influence in regression. Residuals and influence in regression . 1982
  • 4Campell N A.The influence function as an aid in outlier detection in discriminent analysis. Applied Statistics . 1978
  • 5Wang,Songgui.Regression diagnostics-survey and comments. Chinese Appl. Proba. Statist . 1988
  • 6Hampel,F. R.The influence curve and its role in robust estimation. J. Amer. Statist. Assoc. Math. Statist . 1974
  • 7Lancaster P,Tismenetsky M.The Theory of Matrices. . 1985
  • 8Hotelling H.Relations between two sets of variables. Biometrika . 1936
  • 9Grad A,Solomon H.Distribution of quadratic forms and some applications. Annals of Mathematical Statistics . 1955
  • 10Mardia KV,JT Kent,JM Bibby.Multivariate Analysis. Journal of Multivariate Analysis . 1979

共引文献2

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部