Robust subspace recovery by Tyler's M-estimator

DOI10.1093/IMAIAI/IAV012OpenAlexW2313824013MaRDI QIDQ4603730

Teng Zhang

Publication date: 19 February 2018

Published in: Information and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.1386

zbMATH Keywords

robust statisticsM-estimatorsuspace recovery

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items (5)

Marčenko-Pastur law for Tyler's M-estimator ⋮ Inference and mixture modeling with the elliptical Gamma distribution ⋮ On the rotational invariant \(L_1\)-norm PCA ⋮ A review of Tyler's shape matrix and its extensions ⋮ Weakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods

Uses Software

• robustbase

Cites Work

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• Covariance, subspace, and intrinsic Crame/spl acute/r-Rao bounds
• On the Breakdown Properties of Some Multivariate M-Functionals*
• Robust Statistics
• Robust Statistics
• Convex functions and their applications. A contemporary approach

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