On principal component analysis in L₁.

DOI10.1016/S0167-9473(02)00076-2MaRDI QIDQ1614834zbMATH OpenOpenAlexFDO

Authors Baibing Li, Elaine B. Martin, A. Julian Morris

Publication date 9 September 2002

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(02)00076-2

zbMATH Keywords

normprincipal component analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Review text

Four formulations of principal component analysis in \(L_{1}\) norm were developed by Galpin and Hawkins (Comput. Statist. Data Anal. 5 (1987) 305), QPmax, QPmin, LPmax, and LPmin. Choulakian (Comput. Statist. Data Anal. 37 (2001)135) claimed that of the four formulations, only QPmax produces a non-trivial solution. The objective is to present counter-examples that illustrate that the QPmin and LPmin formulations also give non-trivial solutions that may be unique except for the sign.

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Cites work

• scientific article; zbMATH DE number 3936168 (Why is no real title available?)
• Methods of \(L_ 1\) estimation of a covariance matrix
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Robust Q-mode principal component analysis in \(L_{1}\)
• Robust Singular Value Decompositions: A New Approach to Projection Pursuit

Cited in

(3)

• Continuity and Analysis of Sequences of Principal Components
• scientific article; zbMATH DE number 1163871 (Why is no real title available?)
• Sign eigenanalysis and its applications to optimization problems and robust statistics

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