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

DOI10.1016/0167-9473(91)90068-DzbMath0825.62551OpenAlexW1982338243MaRDI QIDQ1896065

Song-Gui 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

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

Related Items (8)

On eigenvalues, case deletion and extremes in regression ⋮ The principal correlation components estimator and its optimality ⋮ 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 ⋮ A correction of approximations used in sensitivity study of principal component analysis ⋮ Influence Analysis in Principal Component Analysis Through Power-Series Expansions ⋮ On the algebraic relation between principal components corresponding to two different sets of weights ⋮ A concentration study of principal components

Cites Work

• Influence in principal components analysis
• Robust Estimation of Dispersion Matrices and Principal Components
• Influence functions for certain parameters in multivariate analysis
• The Rotation of Eigenvectors by a Perturbation. III
• Robust Statistics
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