摘要
本文从协方差矩阵的ε扰动展开式出发,建立了典型相关分析中五个典型相关量的影响函数及其三种样本形式,并给出了广义相关系数的影响函数的概率分布.最后以一个实例说明典型相关分析中强影响点的检测方法.
B expanding the purtubation of covariance matrix in powers of the error term, the influence functions for five canonical measurements in CCA are developed and three sample versions are given. For generalized correlation coefficient ρ_z the influence function is a quadratic form of r. v.z, and its distribution is considered. An practical example illustrates the utility of the proposed influence functions.
出处
《东南大学学报（自然科学版）》
EI
CAS
CSCD
1993年第1期31-40,共10页
Journal of Southeast University：Natural Science Edition
基金
国家自然科学基金
关键词
典型相关分析
扰动
影响函数
canonical correlation analysis, pertubation / influence function, influential point
