Robust factor analysis. (Q1867199): Difference between revisions

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+Q4851747
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+Robustness of normal theory methods in the analysis of linear latent variate models
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+Asymptotics for the minimum covariance determinant estimator
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+Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
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+Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
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+Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
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+Robust estimation and outlier detection with correlation coefficients
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+The biplot graphic display of matrices with application to principal component analysis
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+Q4888733
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+Q5588172
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+Robust exploratory factor analysis
@@ Property / cites work: Robust exploratory factor analysis / rank @@
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+Robust m-estimators of multivariate location and scatter
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+Robustness of normal theory statistics in structural equation models*
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+Least Median of Squares Regression
@@ Property / cites work: Least Median of Squares Regression / rank @@
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+Q3749928
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+Q3048082
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+A numerical approach to the approximate and the exact minimum rank of a covariance matrix
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