A concentration study of principal components

DOI10.1080/02664760500163664MaRDI QIDQ3592049zbMATH OpenOpenAlexFDO

Authors Jacques Bénasséni

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760500163664

zbMATH Keywords

Gini index of concentrationinfluence functionLorenz curveprincipal component analysissensitivity

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• scientific article; zbMATH DE number 775118
• A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets
• Influence in principal components analysis
• Influence diagnostics in common principal components analysis

Cites work

• Effects of observations on the eigensystem of a sample covariance matrix
• Effects on the eigenstructure of a data matrix when deleting an observation
• Exact Principal Component Influence Measures Applied to the Analysis of Spectroscopic Data on Rice
• scientific article; zbMATH DE number 3497220 (Why is no real title available?)
• Influence in principal components analysis
• Local influence in principal components analysis
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Principal component analysis.
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• The Influence Curve and Its Role in Robust Estimation

Cited in

(4)

• Sensitivity analysis in functional principal component analysis
• Principal Component Value at Risk
• scientific article; zbMATH DE number 813737 (Why is no real title available?)
• A concentration approach to sensitivity studies in statistical estimation problems

This page was built for publication: A concentration study of principal components

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3592049)