Some robust estimates of principal components

DOI10.1016/S0167-7152(98)00272-7zbMATH Open0939.62055MaRDI QIDQ1962230FDOQ1962230

Authors: John I. Marden 

Publication date: 11 May 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

robust estimationmultivariate ranksmultivariate signsminimum-volume-ellipsoid estimator

Mathematics Subject Classification ID

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

Cites Work

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• \(M\)-estimation, convexity and quantiles
• On a Geometric Notion of Quantiles for Multivariate Data
• On the efficiency of multivariate spatial sign and rank tests

Cited In (46)

• Robust Q-mode principal component analysis in \(L_{1}\)
• Efficient R-estimation of principal and common principal components
• Stability of robust and non-robust principal components analysis
• Title not available (Why is that?)
• Robust Principal Components
• On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
• Affine equivariant multivariate rank methods
• A generalized spatial sign covariance matrix
• The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies.
• Principle component analysis: robust versions
• Robust signal dimension estimation via SURE
• Title not available (Why is that?)
• Asymptotics of the two-stage spatial sign correlation
• Detecting influential observations in kernel PCA
• Independent component analysis based on symmetrised scatter matrices
• A class of robust principal component vectors.
• Robust \(\ell_1\) approaches to computing the geometric median and principal and independent components
• Robust factor number specification for large-dimensional elliptical factor model
• Influence functions and efficiencies of \(k\)-step Hettmansperger-Randles estimators for multivariate location and regression
• Robust principal component analysis: a factorization-based approach with linear complexity
• Robust Functional Principal Component Analysis via a Functional Pairwise Spatial Sign Operator
• Title not available (Why is that?)
• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
• High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions
• Covariance matrix estimation for left-censored data
• Robust kernel principal component analysis and classification
• The spatial sign covariance matrix with unknown location
• Spatial sign correlation
• Consistency of restricted maximum likelihood estimators of principal components
• Large covariance estimation through elliptical factor models
• Large-Dimensional Factor Analysis Without Moment Constraints
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
• Scale-invariant sparse PCA on high-dimensional meta-elliptical data
• Methods of \(L_ 1\) estimation of a covariance matrix
• Robust principal component analysis based on trimming around affine subspaces
• Robustifying principal component analysis with spatial sign vectors
• Robust functional principal components: a projection-pursuit approach
• Title not available (Why is that?)
• Robust tests for the common principal components model
• Sign and rank covariance matrices
• Robustness of principal component analysis with Spearman's rank matrix
• Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
• The evaluation of socio-economic development of development agency regions in Turkey using classical and robust principal component analyses
• Tests and estimates of shape based on spatial signs and ranks
• Generalized spherical principal component analysis
• On weighted multivariate sign functions

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