Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo (Q3727162)
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scientific article; zbMATH DE number 3958472
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| English | Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo |
scientific article; zbMATH DE number 3958472 |
Statements
1985
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M-estimators
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covariance matrix
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principal components
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projection-pursuit technique
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Rotational equivariance
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breakdown point
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robustness
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consistency
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elliptic distributions
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Monte Carlo study
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asymmetric contamination
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Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo (English)
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0.8924717903137207
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0.850834310054779
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0.8432798981666565
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0.8411400318145752
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