General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study

DOI10.1016/j.jmva.2004.11.007zbMath1078.62065OpenAlexW2033136020MaRDI QIDQ2581514

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

Publication date: 10 January 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.11.007

zbMATH Keywords

Projection-pursuitRobust estimationCommon principal componentsAsymptotic variancesPartial influence function

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

Related Items

On the asymptotic behavior of general projection-pursuit estimators under the common principal components model ⋮ Robust estimators under a functional common principal components model ⋮ Influence functions of two families of robust estimators under proportional scatter matrices ⋮ The fixed effects PCA model in a common principal component environment ⋮ Detecting influential observations in principal components and common principal components ⋮ Stepwise estimation of common principal components ⋮ Robust discrimination under a hierarchy on the scatter matrices ⋮ Unconstrained representation of orthogonal matrices with application to common principal components ⋮ Robust tests for the common principal components model ⋮ Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study ⋮ Efficient R-Estimation of Principal and Common Principal Components

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