Influence functions related to eigenvalue problems which appear in multivariate analysis

DOI10.1080/03610928908830137zbMATH Open0696.62250OpenAlexW2086539759MaRDI QIDQ3474029FDOQ3474029

Authors: Yutaka Tanaka 

Publication date: 1989

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830137

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• Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods
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• Sensitivity analysis in multivariate methods: influence function, Cook's local influence and perturbation theory of eigenvalue problems
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zbMATH Keywords

sensitivity analysisperturbation theorygeneralized eigenvalue problemmultiple eigenvaluesordinary eigenvalue problem

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Cites Work

• The Influence Curve and Its Role in Robust Estimation
• Title not available (Why is that?)
• Methods of matrix algebra
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Influence in principal components analysis
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• Title not available (Why is that?)
• Influence functions for certain parameters in multivariate analysis
• Sensitivity analysis in maximum likelihood factor analysis

Cited In (8)

• Influence in canonical correlation analysis
• Effects of observations on the eigensystem of a sample covariance matrix
• Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods
• Sensitivity analysis in multivariate methods: Decomposition of an arbitrary influence into a finite number of components
• Principal Component Analysis Based on a Subset of Variables: Variable Selection and Sensitivity Analysis
• Influence function analysis for partial least squares with uncorrelated components
• GBMs: GLMs with bilinear terms
• Further influence measures in factor analysis

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