Robustifying multiple-set linear canonical analysis with S-estimator

TL;DR

This paper introduces a robust multiple-set linear canonical analysis method using S-estimators, providing influence functions, asymptotic properties, and a robust test for mutual non-correlation, enhancing reliability in multivariate analysis.

Contribution

The paper develops a novel robust approach for multiple-set linear canonical analysis employing S-estimators, with theoretical properties and a new test for non-correlation.

Findings

Influence functions for the robust method are derived.

Asymptotic properties are established.

A robust test for mutual non-correlation is proposed.

Abstract

We consider a robust version of multiple-set linear canonical analysis obtained by using a S-estimator of covariance operator. The related influence functions are derived. Asymptotic properties of this robust method are obtained and a robust test for mutual non-correlation is introduced.