Sensitivity of principal Hessian direction analysis

DOI10.1214/07-EJS064MaRDI QIDQ2426802zbMATH OpenOpenAlexFDO

Authors Luke A. Prendergast, Jodie A. Smith

Publication date 14 May 2008

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0706.1408

zbMATH Keywords

dimension reductioninfluence functioninfluential observationsprincipal Hessian directions

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12)

Abstract: We provide sensitivity comparisons for two competing versions of the dimension reduction method principal Hessian directions (pHd). These comparisons consider the effects of small perturbations on the estimation of the dimension reduction subspace via the influence function. We show that the two versions of pHd can behave completely differently in the presence of certain observational types. Our results also provide evidence that outliers in the traditional sense may or may not be highly influential in practice. Since influential observations may lurk within otherwise typical data, we consider the influence function in the empirical setting for the efficient detection of influential observations in practice.

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Cited in

(9)

• Trimming influential observations for improved single-index model estimated sufficient summary plots
• A study of sensitivity analysis on the method of principal Hessian directions
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
• Influence functions for dimension reduction methods: an example influence study of principal Hessian direction analysis
• Principal Hessian Directions Revisited
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• scientific article; zbMATH DE number 788270 (Why is no real title available?)
• INFLUENCE FUNCTIONS FOR DIMENSION REDUCTION METHODS
• A note on switching eigenvalues under small perturbations

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