Robust factor analysis.

DOI10.1016/S0047-259X(02)00007-6zbMath1038.62055MaRDI QIDQ1867199

Christophe Croux, Peter Filzmoser, Greet Pison, Peter J. Rousseeuw

Publication date: 2 April 2003

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

zbMATH Keywords

sensitivityMultivariate analysisMahalanobis distanceFactor analysisInfluence functionOutlier detectionRobust estimation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items

Cluster detection and clustering with random start forward searches, Directed Principal Component Analysis, Detection of two-way outliers in multivariate data and application to cheating detection in educational tests, Asymptotic expansion of the minimum covariance determinant estimators, Robust regularized singular value decomposition with application to mortality data, Large covariance estimation through elliptical factor models, Learning a factor model via regularized PCA, Bayesian hierarchical robust factor analysis models for partially observed sample-selection data, Unnamed Item, Central limit theorem and influence function for the MCD estimators at general multivariate distributions, High-breakdown robust multivariate methods, Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean?, Logistic discrimination using robust estimators: An influence function approach, A skew-normal factor model for the analysis of student satisfaction towards university courses, Robust confirmatory factor analysis based on the forward search algorithm, A useful approach to identify the multicollinearity in the presence of outliers, Semiparametric Bayes hierarchical models with mean and variance constraints, Robust estimation of constrained covariance matrices for confirmatory factor analysis, Robust concentration graph model selection, A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis, Robust estimation of the hierarchical model for responses and response times, Unnamed Item, A robust version of principal factor analysis, Analyzing Data with Robust Multivariate Methods and Diagnostic Plots, The minimum regularized covariance determinant estimator, Zig-zag exploratory factor analysis with more variables than observations, Robust estimation of Cronbach's alpha, The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool, Estimators of Influence Function, Inferring food intake from multiple biomarkers using a latent variable model, Skewed factor models using selection mechanisms, Propagation of outliers in multivariate data, Factor Analysis Revisited – How Many Factors are There?, Detecting influential data points for the Hill estimator in Pareto-type distributions, Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study, The minimum weighted covariance determinant estimator, Regression based principal component analysis for sparse functional data with applications to screening growth paths, Unnamed Item, Interpretability of composite indicators based on principal components, Influence of observations on the misclassification probability in quadratic discriminant analysis, Robust variable selection with application to quality of life research

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A numerical approach to the approximate and the exact minimum rank of a covariance matrix
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust m-estimators of multivariate location and scatter
• Asymptotics for the minimum covariance determinant estimator
• Robust exploratory factor analysis
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Least Median of Squares Regression
• Robustness of normal theory statistics in structural equation models*
• Robust estimation and outlier detection with correlation coefficients
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• The biplot graphic display of matrices with application to principal component analysis
• Robustness of normal theory methods in the analysis of linear latent variate models