Robust Principal Component Analysis Based on Pairwise Correlation Estimators

DOI10.1007/978-3-7908-2604-3_59zbMath1436.62230OpenAlexW199122551MaRDI QIDQ3298518

Ellen Vandervieren, Gert Willems, Stefan Van Aelst

Publication date: 14 July 2020

Published in: Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2604-3_59

zbMATH Keywords

robustnessprincipal component analysishigh-dimensional datatrimming

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

Related Items (1)

The shooting S-estimator for robust regression

Uses Software

• robustbase
• ROBPCA

Cites Work

• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Propagation of outliers in multivariate data
• Exploring multivariate data with the forward search.
• Robust Linear Model Selection Based on Least Angle Regression
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Robust Statistics
• Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap

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