Inférence robuste sur un indice de redondance

Aziz Lazraq; Robert Cléroux

Revue de Statistique Appliquée (2002)

  • Volume: 50, Issue: 4, page 39-54
  • ISSN: 0035-175X

How to cite

top

Lazraq, Aziz, and Cléroux, Robert. "Inférence robuste sur un indice de redondance." Revue de Statistique Appliquée 50.4 (2002): 39-54. <http://eudml.org/doc/106523>.

@article{Lazraq2002,
author = {Lazraq, Aziz, Cléroux, Robert},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {4},
pages = {39-54},
publisher = {Société française de statistique},
title = {Inférence robuste sur un indice de redondance},
url = {http://eudml.org/doc/106523},
volume = {50},
year = {2002},
}

TY - JOUR
AU - Lazraq, Aziz
AU - Cléroux, Robert
TI - Inférence robuste sur un indice de redondance
JO - Revue de Statistique Appliquée
PY - 2002
PB - Société française de statistique
VL - 50
IS - 4
SP - 39
EP - 54
LA - fre
UR - http://eudml.org/doc/106523
ER -

References

top
  1. Bilodeau M. and Brenner D. (1999), Theory of Multivariate Statistics, Springer, New York. Zbl0930.62054MR1705291
  2. BMDP Statistical Software (1981), W.J. Dixon, chief Editor, University of California Press, Berkeley. Zbl0549.62004
  3. Croux C. and Haesbroeck G. (1999), Influence Function and Efficiency of the Minimum Covariance Determiant Scatter Matrix Estimator, Journal of Multivariate Analysis, 71, 161-190. Zbl0946.62055MR1735108
  4. Davies P.L. (1987), Asymptotic Behavior of S-Estimates of Multivariate Location Parameters and Dispersion Matrices, Annals of Statistics, 15, 1269 -1292. Zbl0645.62057MR902258
  5. Dehon C., Fitzmoser P. and Croux C. (2000), Robust Methods for Canonical Correlation Analysis, in Data Analysis, Classification and Related Methods, Eds. H.A.L. Kiers, J.-P. Rosson, P.J.E. Groenen and M. Schader, Springer, Berlin, pp. 321-326. Zbl1026.62060MR1848204
  6. Giri N.C. (1993), Introduction to Probability and Statistics, Marcel Dekker Inc., New York. Zbl0783.62001MR1259050
  7. Gleason T.C. (1976), On Redundancy in Canonical Analysis, Psychological Bulletin, 83, 1004-1006. 
  8. Golub G.H. and Van Loan C.F. (1989), Matrix Computations, 2nd ed., The Johns Hopkins University Press. Zbl0733.65016MR1002570
  9. Hampel F.R. (1974), The Influence Curve and its Role in Robust Estimation, Journal of the American Statistical Association, 69, 383- 393. Zbl0305.62031MR362657
  10. Imhof P. (1961), Computing the Distribution of Quadratic Forms in Normal Variables, Biometrika, 48, 419-426. Zbl0136.41103MR137199
  11. Koerts J. and Abrahamse A.P.J. (1969), On the Theory and Applicaiton of the General Linear Model, Rotterdam University Press, Rotterdam. Zbl0225.62081MR370947
  12. Lazraq A. et Cléroux R. (1988), Un algorithme pas à pas de sélection de variables en régression linéaire multivariée, Statistique et Analyse des Données, 13, 39-58. MR984844
  13. Lazraq A. and Cléroux R. (1989), On the Detection of Multivariate Data Outliers and Regression Outliers, in Data Analysis, Learning Symbolic and Numeric Knowledge, Ed. E. Diday, Nova Science Publishers, New York, pp. 133-140. 
  14. Lazraq A. et Cléroux R. (1992), Tests d'homogénéité entre indices de redondance pour des lois elliptiques, Revue de Statistique Appliquée, XXXX, No. 3, 19-33. Zbl0972.62515MR1192532
  15. Lazraq A. and Cléroux R. (2001), The PLS Multivariate Regression Model : Testing the Significance of Successive PLS Components, Journal of Chemometries, 15, 523-536. 
  16. Lazraq A., Cléroux R. et Kiers H.A.L. (1992), Mesures de liaison vectorielle et généralisation de l'analyse canonique, Revue de Statistique Appliquée, XXXX, No. 1, 23-35. Zbl0972.62523MR1174250
  17. Lopuhaä H.P. (1989), On the Relation Between S-Estimators and M-estimators of Multivariate Location and Covariance, Annals of Statistics, 17, 1662-1683. Zbl0702.62031MR1026304
  18. Lopuhaä H.P. and Rousseuw P.J. (1991), Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices, Annals of Statistics, 19, 229-248. Zbl0733.62058MR1091847
  19. Mccabe G.P. (1984), Principal Variables, Technometrics, 26, 137-144. Zbl0548.62037MR742924
  20. Muirhead R.J. (1982), Aspects of Multivariate Statistical Theory, John Wiley and Sons, New York. Zbl0556.62028MR652932
  21. Okamoto M. (1969), Optimality of Principal Components, in Multivariate Analysis II, Ed. P.R. Krishnaiah et al., Academic Press, New York, pp. 673-685. MR261746
  22. Rousseeuw P.J. (1985), Multivariate Estimation with High Breakdown Point, in Mathematical Statistics and Applications, Eds. W. Grossmann, G. Pflug, I. Veneze and W. Wertz, vol. 8, Reidel, Dordrecht, pp. 283- 297. Zbl0609.62054MR851060
  23. Rousseeuw P.J., Van Aelst S. and Driessen K.V. (2000), Robust Multivariate Regression, Technical Report, Dept. of Mathematics and Computer Science, University of Antwerp. Zbl1026.62029
  24. Rousseeuw P.J. and Van Driessen K. (1999), A Fast Algorithm for the Minimum Covariance Determinant Estimator, Technometrics, 41, 212-223. 
  25. Rousseeuw P.J. and Yohai V.J. (1984), Robust Regression by Means of S-Estimator. Robust and Nonlinear Time Series Analysis, Lecture Notes in Statistics, Vol. 26, Springer, New York, pp. 256-272. Zbl0567.62027MR786313
  26. Stewart D. and Love W. (1968), A General Canonical Correlation Index, Psychological Bulletin, 70, 160-163. 
  27. Tyler D.E. (1983), Robustness and Efficiency Properties of Scatter Matrices, Biometrika, 70, 411-420. Zbl0536.62042MR712028
  28. Van Den Wollenberg A.L. (1977), Redundancy Analysis, and Alternative for Canonical Correlation Analysis, Psychometrika, 42, 207-219. Zbl0354.92050
  29. Wold H. (1982), Soft Modeling : the Basic Design and Some Extensions. In Systems Under Indirect Observation, Part II, Jöreskog K.G., Wold H. (eds). North Holland, Amsterdam, pp. 1-54. Zbl0517.62065MR692219
  30. Woltz W.G., Reid W.A. and Colwell W.E. (1948), Sugar and Nicotine in Cured Bright Tobacco as Related to Mineral Elements Composition, Proc. Soil Sci. Soc. Am., 13, 385 -387. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.