Robust principal components regression

DOI10.1007/978-3-642-57489-4_79MaRDI QIDQ3298739zbMATH OpenOpenAlexFDO

Authors Sabine Verboven, Mia Hubert

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_79

zbMATH Keywords

high-dimensional dataprincipal component analysisprincipal component regressionrobust methods

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Recommendations

• scientific article; zbMATH DE number 1833952
• The principal problem with principal components regression
• Robust PCR and robust PLSR: a comparative study
• Principal component regression for data containing outliers and missing elements
• A comparison of various methods for multivariate regression with highly collinear variables

Cites work

• scientific article; zbMATH DE number 3787821 (Why is no real title available?)
• scientific article; zbMATH DE number 1975292 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Least Median of Squares Regression

Cited in

(11)

• Factor analysis regression
• scientific article; zbMATH DE number 1833952 (Why is no real title available?)
• Principle component analysis: robust versions
• Robust PCR and robust PLSR: a comparative study
• Derived components regression using the BACON algorithm
• Construction of ordinary regression test with principal component regression under collinearity
• Nonparametric principal components regression
• Robust correlation scaled principal component regression
• Principal component regression for data containing outliers and missing elements
• Principal component regression revisited
• The principal problem with principal components regression

Describes a project that uses

Uses Software

• ROBPCA

This page was built for publication: Robust principal components regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3298739)