Sensitivity Coefficient in Principal Component Analysis: Robust Case
DOI10.1080/03610910802082467zbMATH Open1151.62329OpenAlexW2091254264MaRDI QIDQ3543706FDOQ3543706
Authors: Malika Cheikh, M. Ibazizen 
Publication date: 4 December 2008
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910802082467
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Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Robust m-estimators of multivariate location and scatter
- Asymptotics of reweighted estimators of multivariate location and scatter
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
- Influence in principal components analysis
- Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
- Local influence in principal components analysis
Cited In (5)
- A correction of approximations used in sensitivity study of principal component analysis
- Comparative study of robust estimators based on a sensitivity coefficient in principal component analysis
- Sensitivity analysis in functional principal component analysis
- Sensitivity of principal component subspaces: a comment on Prendergast's paper
- Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
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