Robust regularized singular value decomposition with application to mortality data

DOI10.1214/13-AOAS649zbMath1454.62189arXiv1311.7480MaRDI QIDQ386741

Haipeng Shen, Lingsong Zhang, Jianhua Z. Huang

Publication date: 10 December 2013

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.7480

zbMATH Keywords

robustness; principal component analysis; smoothing spline; cross-validation; GCV; functional data analysis

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H25: Factor analysis and principal components; correspondence analysis

62R10: Functional data analysis

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F35: Robustness and adaptive procedures (parametric inference)

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Uses Software

• forecast
• fda (R)
• robustbase

Cites Work

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