Effects on the eigenstructure of a data matrix when deleting an observation

DOI10.1016/0167-9473(91)90068-DMaRDI QIDQ1896065zbMATH OpenOpenAlexFDO

Authors Songgui Wang, Hans Nyquist

Publication date 17 August 1995

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

Full work available at URL https://doi.org/10.1016/0167-9473(91)90068-d

zbMATH Keywords

eigenvalueeigenvectorprincipal componentsingle deletion techniques

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Factor analysis and principal components; correspondence analysis (62H25) Multivariate analysis (62H99)

Recommendations

• On eigenvalues, case deletion and extremes in regression
• Effects of observations on the eigensystem of a sample covariance matrix
• Diagnosing collinearity-influential observations
• A correction of approximations used in sensitivity study of principal component analysis
• scientific article; zbMATH DE number 3996899

Cites work

• scientific article; zbMATH DE number 3651641 (Why is no real title available?)
• scientific article; zbMATH DE number 193125 (Why is no real title available?)
• scientific article; zbMATH DE number 3497220 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• scientific article; zbMATH DE number 3222147 (Why is no real title available?)
• Influence functions for certain parameters in multivariate analysis
• Influence in principal components analysis
• Robust Estimation of Dispersion Matrices and Principal Components
• Robust Statistics
• The Rotation of Eigenvectors by a Perturbation. III

Cited in

(11)

• On eigenvalues, case deletion and extremes in regression
• A correction of approximations used in sensitivity study of principal component analysis
• The principal correlation components estimator and its optimality
• On the algebraic relation between principal components corresponding to two different sets of weights
• A concentration study of principal components
• Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix
• A concentration approach to sensitivity studies in statistical estimation problems
• Influence Analysis in Principal Component Analysis Through Power-Series Expansions
• Effects of observations on the eigensystem of a sample covariance matrix
• Influence diagnostics for ridge regression using the Kullback-Leibler divergence
• Diagnosing collinearity-influential observations

This page was built for publication: Effects on the eigenstructure of a data matrix when deleting an observation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1896065)