A comparison of robust principal component analysis in high dimensions
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Cites work
- A robust scale estimator based on the shortest half
- Alternatives to the Median Absolute Deviation
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis
- Fast computation of robust subspace estimators
- Fast Robust Correlation for High-Dimensional Data
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
- scientific article; zbMATH DE number 1113912 (Why is no real title available?)
- scientific article; zbMATH DE number 3244317 (Why is no real title available?)
- Least Median of Squares Regression
- MacroPCA: An All-in-One PCA Method Allowing for Missing Values as Well as Cellwise and Rowwise Outliers
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Principal component analysis.
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Propagation of outliers in multivariate data
- Robust estimation of precision matrices under cellwise contamination
- Robust PCA for skewed data and its outlier map
- Sparse Principal Component Analysis Based on Least Trimmed Squares
- Statistical Analysis of Financial Data in S-Plus
- Testing high-dimensional covariance matrices, with application to detecting schizophrenia risk genes
- The Gaussian rank correlation estimator: robustness properties
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