A class of robust principal component vectors.

DOI10.1006/JMVA.2000.1936MaRDI QIDQ5943754zbMATH OpenOpenAlexFDO

Authors Hidehiko Kamiya, Shinto Eguchi

Publication date 17 September 2001

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

Full work available at URL https://semanticscholar.org/paper/78642c4e494cf1d0141d72960f7f6d4cf8564168

zbMATH Keywords

asymptotic relative efficiencygross-error sensitivityinfluence functionprincipal component analysisrobustness against outliers

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• A simplified neuron model as a principal component analyzer
• Estimation of the mean of a multivariate normal distribution
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• Influence in principal components analysis
• Neural theory of association and concept-formation
• Robust direction estimation
• Robust Estimation of Dispersion Matrices and Principal Components
• Robust m-estimators of multivariate location and scatter
• Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
• Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis
• Robust Statistics

Cited in

(14)

• Asymptotic theory for robust principal components
• Robust extraction of local structures by the minimum \(\beta\)-divergence method
• A 50-year personal journey through time with principal component analysis
• Robust PCA and pairs of projections in a Hilbert space
• Comparative study of robust estimators based on a sensitivity coefficient in principal component analysis
• scientific article; zbMATH DE number 4013775 (Why is no real title available?)
• Robust Principal Components
• Robust Kernel Principal Component Analysis
• Influence Function Analysis of PCA and BCM Learning
• Robustifying principal component analysis with spatial sign vectors
• Outlier detection by robust principal components analysis
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• scientific article; zbMATH DE number 3992690 (Why is no real title available?)
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited

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