This paper provides robust estimators for the first canonical correlation and directions of random elements on Hilbert separable spaces by using robust association and scale measures combined with basis expansion and/or penalizations as a regularization tool. Under regularity conditions, the resulting estimators are consistent.
翻译:本文件利用强有力的联系和规模措施,加上基础扩大和(或)惩罚作为正规化工具,为希尔伯特分隔空间上随机元素的首个逻辑相关性和方向提供了强有力的估计数据,在常规条件下,由此产生的估计数据是一致的。