Robustifying principal component analysis with spatial sign vectors

DOI10.1016/j.spl.2012.01.001zbMath1243.62084OpenAlexW2150136439WikidataQ109744820 ScholiaQ109744820MaRDI QIDQ434715

Inge Koch, Sara Taskinen, Hannu Oja

Publication date: 16 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://urn.fi/URN:NBN:fi:jyu-201211293124

zbMATH Keywords

robustnessefficiencyinfluence functionaffine equivariancespatial sign vector

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

On the eigenvalues of the spatial sign covariance matrix in more than two dimensions ⋮ On weighted multivariate sign functions ⋮ A generalized spatial sign covariance matrix ⋮ Robust Functional Principal Component Analysis via a Functional Pairwise Spatial Sign Operator ⋮ Gini covariance matrix and its affine equivariant version ⋮ Sign tests for weak principal directions ⋮ Robustifying multiple-set linear canonical analysis with S-estimator ⋮ Fast estimation of the median covariation matrix with application to online robust principal components analysis ⋮ ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions ⋮ Efficient R-Estimation of Principal and Common Principal Components ⋮ On the eigenvectors of large-dimensional sample spatial sign covariance matrices

Uses Software

• MNM

Cites Work

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