A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
From MaRDI portal
Publication:1951757
DOI10.1214/08-EJS201zbMath1320.62140arXiv0803.0402OpenAlexW2000327239MaRDI QIDQ1951757
Publication date: 24 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0803.0402
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets ⋮ A concentration approach to sensitivity studies in statistical estimation problems ⋮ A correction of approximations used in sensitivity study of principal component analysis ⋮ Sensitivity of principal component subspaces: a comment on Prendergast's paper ⋮ Influence Functions for Dimension Reduction Methods: An Example Influence Study of Principal Hessian Direction Analysis ⋮ Comparative Study of Robust Estimators Based on a Sensitivity Coefficient in Principal Component Analysis
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the relation between S-estimators and M-estimators of multivariate location and covariance
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Asymptotics of reweighted estimators of multivariate location and scatter
- Regression analysis under link violation
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- Sensitivity of principal Hessian direction analysis
- DETECTING INFLUENTIAL OBSERVATIONS IN SLICED INVERSE REGRESSION ANALYSIS
- Influence in principal components analysis
- Principal Hessian Directions Revisited
- Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods
- Sliced Inverse Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- The Influence Curve and Its Role in Robust Estimation
- Robust estimation and outlier detection with correlation coefficients
- The identification of a particular nonlinear time series system
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Implications of influence function analysis for sliced inverse regression and sliced average variance estimation
- Influence Analysis in Principal Component Analysis Through Power-Series Expansions
- Comment