A correction of approximations used in sensitivity study of principal component analysis

DOI10.1007/S00180-017-0790-7zbMATH Open1417.62162OpenAlexW2783468591MaRDI QIDQ1729323FDOQ1729323

Authors: Jacques Bénasséni 

Publication date: 27 February 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0790-7

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zbMATH Keywords

covariance matrixperturbation theoryinfluential observationseigenvalues and eigenvectors

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

• Principal component analysis.
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• Effects on the eigenstructure of a data matrix when deleting an observation
• Influence in principal components analysis
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• Influence Analysis in Principal Component Analysis Through Power-Series Expansions
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
• A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets
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• Effects of observations on the eigensystem of a sample covariance matrix
• Perturbation des poids des unités statistiques et approximation en analyse en composantes principales

Cited In (10)

• Perturbation des poids des unités statistiques et approximation en analyse en composantes principales
• The impact of measurement error on principal component analysis
• Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods
• Sensitivity of principal component subspaces: a comment on Prendergast's paper
• A note on switching eigenvalues under small perturbations
• Title not available (Why is that?)
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• Correction to: ``Principal component analysis constrained by layered simple structures
• Sensitivity of principal Hessian direction analysis
• Effects on the eigenstructure of a data matrix when deleting an observation

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