Sensitivity Coefficient in Principal Component Analysis: Robust Case

DOI10.1080/03610910802082467MaRDI QIDQ3543706zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

principal component analysisinfluence functionsensitivity coefficientreweighted minimum covariance determinant

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Asymptotics of reweighted estimators of multivariate location and scatter
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Influence in principal components analysis
• Local influence in principal components analysis
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
• Robust m-estimators of multivariate location and scatter
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.

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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