Abstract
A class of robust methods for multivariate data analysis was proposed to enable processing of data that do not satisfy assumptions necessary for the application of classical data analysis methods. Canonical covariance analysis (Momirović, Dobrić and Karaman, 1983) was developed as the general method to analyse relationships between two sets of variables. A model of robust redundancy analysis (Prot, Bosnar and Momirović, 1983), as well as models of robust regression (Štalec and Momirović, 1983) and discriminant (Dobrić and Momirović, 1984) analysis, were derived as special cases from the canonical covariance model. In order to clarify the interpretation of the obtained results, relationships between robust methods and corresponding classical methods were described in our previous papers. A set of programs for all proposed methods was written in GENSTAT and SS languages, and the behaviour of the methods was examined on real data.
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References
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© 1986 Physica-Verlag, Heidelberg for IASC (International Association for Statistical Computing)
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Dobrić, V. (1986). On a Class of Robust Methods for Multivariate Data Analysis. In: De Antoni, F., Lauro, N., Rizzi, A. (eds) COMPSTAT. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-46890-2_31
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DOI: https://doi.org/10.1007/978-3-642-46890-2_31
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-0355-6
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