Diagnostics in Multivariate Data Analysis: Sensitivity Analysis for Principal Components and Canonical Correlations

  • Y. Tanaka
  • F. Zhang
  • W. Yang
Conference paper
Part of the Studies in Classification, Data Analysis, and Knowledge Organization book series (STUDIES CLASS)

Abstract

Sensitivity analysis procedures are formulated for principal component and canonical correlation analyses based on Cook’s local influence (Cook, 1986). The relationships are discussed between the results of the procedures based on the local influence and those based on the influence functions. A numerical example is shown to illustrate the procedure for canonical correlation analysis.

Keywords

Covariance Dition 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Y. Tanaka
    • 1
  • F. Zhang
    • 2
  • W. Yang
    • 3
  1. 1.Faculty of Environmental Science & TechnologyOkayama UniversityOkayamaJapan
  2. 2.Bellsystem24, Inc.TokyoJapan
  3. 3.Graduate School of Natural Science and TechnologyOkayama UniversityOkayama

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