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

DOI10.1007/S00180-017-0790-7MaRDI QIDQ1729323zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3642533 (Why is no real title available?)
• scientific article; zbMATH DE number 192975 (Why is no real title available?)
• scientific article; zbMATH DE number 3497220 (Why is no real title available?)
• A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
• Effects of observations on the eigensystem of a sample covariance matrix
• Effects on the eigenstructure of a data matrix when deleting an observation
• Influence Analysis in Principal Component Analysis Through Power-Series Expansions
• Influence in principal components analysis
• Perturbation des poids des unités statistiques et approximation en analyse en composantes principales
• Principal component analysis.
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.

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
• scientific article; zbMATH DE number 3932219 (Why is no real title available?)
• 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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