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

DOI10.1016/J.JMVA.2004.11.007MaRDI QIDQ2581514zbMATH OpenOpenAlexFDO

Authors Graciela Boente, Ana M. Pires, 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

Asymptotic variancesCommon principal componentsPartial influence functionProjection-pursuitRobust estimation

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic distributions of principal components based on robust dispersions
• Efficient high-breakdown M-estimators of scale
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• scientific article; zbMATH DE number 41813 (Why is no real title available?)
• scientific article; zbMATH DE number 1113912 (Why is no real title available?)
• Influence functions and outlier detection under the common principal components model: A robust approach
• Influence functions of two families of robust estimators under proportional scatter matrices
• Partial influence functions
• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
• Robust Statistics

Cited in

(16)

• Inference under functional proportional and common principal component models
• Robust estimators under a functional common principal components model
• Common principal components for dependent random vectors
• Unconstrained representation of orthogonal matrices with application to common principal components
• Detecting influential observations in principal components and common principal components
• Stepwise estimation of common principal components
• Influence functions of two families of robust estimators under proportional scatter matrices
• scientific article; zbMATH DE number 41813 (Why is no real title available?)
• Influence functions and outlier detection under the common principal components model: A robust approach
• Efficient R-estimation of principal and common principal components
• The fixed effects PCA model in a common principal component environment
• Discriminant analysis under the common principal components model
• Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study
• On the asymptotic behavior of general projection-pursuit estimators under the common principal components model
• Robust discrimination under a hierarchy on the scatter matrices
• Robust tests for the common principal components model

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