Asymptotic theory for robust principal components

DOI10.1016/0047-259X(87)90099-6zbMath0612.62084MaRDI QIDQ1088340

Graciela Boente

Publication date: 1987

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

zbMATH Keywords

asymptotic distributioneigenvalueseigenvectorsinfluence curveelliptical distributionoptimal estimatorsrobust scatter matrixrobustified version of principal components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

Aspects of robust canonical correlation analysis, principal components and association ⋮ Quantiles for finite and infinite dimensional data ⋮ Robust plug-in estimators in proportional scatter models. ⋮ A 50-year personal journey through time with principal component analysis

Cites Work

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• The asymptotic distribution of principal component roots under local alternatives to multiple roots
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• Robust m-estimators of multivariate location and scatter
• Robust Estimation of Dispersion Matrices and Principal Components
• The Influence Curve and Its Role in Robust Estimation
• Asymptotic Theory for Principal Component Analysis

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