Fast cross-validation of high-breakdown resampling methods for PCA
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Publication:1020168
DOI10.1016/J.CSDA.2006.08.031zbMATH Open1162.62374OpenAlexW2031794848MaRDI QIDQ1020168FDOQ1020168
Authors: Mia Hubert, Sanne Engelen 
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.08.031
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Nonparametric robustness (62G35) Factor analysis and principal components; correspondence analysis (62H25)
Cites Work
- Principal component analysis.
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Least Median of Squares Regression
- Linear Model Selection by Cross-Validation
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Robust Version of Mallows's C p
- Robust Linear Model Selection by Cross-Validation
Cited In (8)
- Robust PCA for skewed data and its outlier map
- A resistant learning procedure for coping with outliers
- A novel multi-view learning developed from single-view patterns
- Fast robust estimation of prediction error based on resampling
- Robust location estimation with missing data
- Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
- Nonparametric density estimation by exact leave-\(p\)-out cross-validation
- Minimum covariance determinant and extensions
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