Robust PCA for skewed data and its outlier map

DOI10.1016/J.CSDA.2008.05.027zbMath1453.62116OpenAlexW2048993342MaRDI QIDQ961420

Tim Verdonck, Mia Hubert, Peter J. Rousseeuw

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.05.027

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (12)

Asymmetric \(\nu\)-tube support vector regression ⋮ Robust multivariate association and dimension reduction using density divergences ⋮ Robust classification for skewed data ⋮ Robust M-estimation of multivariate GARCH models ⋮ Special issue on variable selection and robust procedures ⋮ Detecting influential observations in principal components and common principal components ⋮ Detecting influential observations in kernel PCA ⋮ Pointwise probability reinforcements for robust statistical inference ⋮ \(\ell\) major component detection and analysis (\(\ell^1\) MCDA): foundations in two dimensions ⋮ Automatic Transformation and Integration to Improve Visualization and Discovery of Latent Effects in Imaging Data ⋮ Unnamed Item ⋮ Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample

Uses Software

• LIBRA
• ROBPCA

Cites Work

• Unnamed Item
• Unnamed Item
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Fast cross-validation of high-breakdown resampling methods for PCA
• Principal component analysis for data containing outliers and missing elements
• An adjusted boxplot for skewed distributions
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Robust principal component analysis for functional data. (With comments)
• Least Median of Squares Regression
• Between-Groups Comparison of Principal Components
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• Multivariate SPC Charts for Monitoring Batch Processes
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification

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