Sensitivity of principal component subspaces: a comment on Prendergast's paper

DOI10.1214/14-EJS915zbMath1349.62246OpenAlexW2045446957MaRDI QIDQ2509806

Jacques Bénasséni

Publication date: 30 July 2014

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1406638929

zbMATH Keywords

principal componentssubspacesRV-coefficientsensitivity measures

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

• A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• Influence in principal components analysis
• Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods
• The Influence Curve and Its Role in Robust Estimation

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