Robust factor analysis.

DOI10.1016/S0047-259X(02)00007-6zbMath1038.62055MaRDI QIDQ1867199

Christophe Croux, Peter Filzmoser, Greet Pison, Peter J. Rousseeuw

Publication date: 2 April 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

sensitivityMultivariate analysisMahalanobis distanceFactor analysisInfluence functionOutlier detectionRobust estimation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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Cites Work

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

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