Robust Estimation of Dispersion Matrices and Principal Components
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Publication:3914225
DOI10.2307/2287836zbMath0463.62031OpenAlexW4254331530MaRDI QIDQ3914225
No author found.
Publication date: 1981
Full work available at URL: https://doi.org/10.2307/2287836
outliersmissing datarobust regressiontrimmingprincipal componentsbreakdown pointrobust estimationM-estimationdispersion matricesgraphical summaries
Factor analysis and principal components; correspondence analysis (62H25) Measures of association (correlation, canonical correlation, etc.) (62H20) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)
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