Influence functions related to eigenvalue problems which appear in multivariate analysis

DOI10.1080/03610928908830137MaRDI QIDQ3474029zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

sensitivity analysisperturbation theorygeneralized eigenvalue problemmultiple eigenvaluesordinary eigenvalue problem

Mathematics Subject Classification ID

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

Recommendations

• 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
• Influence in canonical variates analysis

Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3678541 (Why is no real title available?)
• scientific article; zbMATH DE number 3678917 (Why is no real title available?)
• scientific article; zbMATH DE number 3288876 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Influence functions for certain parameters in multivariate analysis
• Influence in principal components analysis
• Methods of matrix algebra
• Sensitivity analysis in maximum likelihood factor analysis
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• The Influence Curve and Its Role in Robust Estimation

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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