Detecting influential observations in principal components and common principal components

DOI10.1016/j.csda.2010.01.001zbMath1284.62351MaRDI QIDQ2445749

Isabel M. Rodrigues, Ana M. Pires, Graciela Boente

Publication date: 14 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.csda.2010.01.001

zbMATH Keywords

robust estimation; common principal components; influence functions; detection of outliers

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

Related Items

Influence function of projection-pursuit principal components for functional data, Special issue on variable selection and robust procedures

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust PCA for skewed data and its outlier map
• Robust probabilistic PCA with missing data and contribution analysis for outlier detection
• Outlier identification in high dimensions
• Principal component analysis for data containing outliers and missing elements
• General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study
• A robust version of principal factor analysis
• Influence in principal components analysis
• Local influence in principal components analysis
• Influence functions and outlier detection under the common principal components model: A robust approach
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• The Masking Breakdown Point of Multivariate Outlier Identification Rules
• The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.