A robust principal component analysis (Q794108): Difference between revisions
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Revision as of 13:10, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust principal component analysis |
scientific article |
Statements
A robust principal component analysis (English)
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1981
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L'auteur propose une analyse en composantes principales robuste. La méthode, fondée sur des estimateurs de dispersion robustes, est intéressante; des propriétés asymptotiques sont étudiées sous certaines conditions. Malheureusement, il ne semble pas très aisé, a priori, d'étendre ce travail à d'autres distributions que les bivariées.
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principal components
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robust estimators for dispersion
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consistency
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asymptotic normality
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linearization
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