Sensitivity analysis in functional principal component analysis

DOI10.1007/BF02789706MaRDI QIDQ2488403zbMATH OpenFDO

Authors Yoshihiro Yamanishi, Yutaka Tanaka

Publication date 24 May 2006

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02789706

zbMATH Keywords

Cook's distanceempirical influence functionmultiple-case diagnosticspenalized functional principal components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes (62M99)

Review text

Penalized functional principal components analysis (PCA) is considered. Sensitivity analysis based on the empirical influence functions (EIF) is discussed. EIFs are calculated for a fixed penalty parameter \(\lambda\) and for \(\lambda\) obtained by cross-validation. Cook's distances are proposed for single-case diagnostics. Multiple-case diagnostics is also considered. Applications to meteorological data are presented.

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Cites work

• Functional data analysis
• scientific article; zbMATH DE number 3642533 (Why is no real title available?)
• scientific article; zbMATH DE number 3885090 (Why is no real title available?)
• scientific article; zbMATH DE number 469124 (Why is no real title available?)
• Influence in principal components analysis
• Principal components analysis of sampled functions
• RECENT ADVANCE IN SENSITIVITY ANALYSIS IN MULTIVARIATE STATISTICAL METHODS
• SENSITIVITY ANALYSIS IN CANONICAL FACTOR ANALYSIS

Cited in

(7)

• A correction of approximations used in sensitivity study of principal component analysis
• Sensitivity of principal Hessian direction analysis
• Functional outlier detection with robust functional principal component analysis
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• SENSITIVITY ANALYSIS IN FUNCTIONAL REGRESSION MODELS FOR SCALAR RESPONSES
• Sensitivity analysis and visualization for functional data
• Functional analysis of glaucoma data

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