| Autor: |
Zografos, María Jaenada, Pedro Miranda, Leandro Pardo, Konstantinos |
| Jazyk: |
angličtina |
| Rok vydání: |
2023 |
| Předmět: |
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| Zdroj: |
Entropy; Volume 25; Issue 5; Pages: 713 |
| ISSN: |
1099-4300 |
| DOI: |
10.3390/e25050713 |
| Popis: |
Canonical Correlation Analysis (CCA) infers a pairwise linear relationship between two groups of random variables, X and Y. In this paper, we present a new procedure based on Rényi’s pseudodistances (RP) aiming to detect linear and non-linear relationships between the two groups. RP canonical analysis (RPCCA) finds canonical coefficient vectors, a and b, by maximizing an RP-based measure. This new family includes the Information Canonical Correlation Analysis (ICCA) as a particular case and extends the method for distances inherently robust against outliers. We provide estimating techniques for RPCCA and show the consistency of the proposed estimated canonical vectors. Further, a permutation test for determining the number of significant pairs of canonical variables is described. The robustness properties of the RPCCA are examined theoretically and empirically through a simulation study, concluding that the RPCCA presents a competitive alternative to ICCA with an added advantage in terms of robustness against outliers and data contamination. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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