Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods

DOI10.1080/03610929008830358MaRDI QIDQ3978088zbMATH OpenOpenAlexFDO

Authors Yutaka Tanaka, Eduardo Castaño-Tostado

Publication date 25 June 1992

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929008830358

zbMATH Keywords

principal component analysissensitivity analysisinfluence functionsperturbation expansionsinfluential observationquadratic termsperturbation theory of eigenvalue problemsprincipal factor analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Eigenvalues, singular values, and eigenvectors (15A18)

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Cites work

• scientific article; zbMATH DE number 3678541 (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 functions related to eigenvalue problems which appear 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

(11)

• Effects of observations on the eigensystem of a sample covariance matrix
• Sensitivity of principal component subspaces: a comment on Prendergast's paper
• A note on switching eigenvalues under small perturbations
• Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix
• A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets
• Influence Analysis in Principal Component Analysis Through Power-Series Expansions
• Influence functions related to eigenvalue problems which appear in multivariate analysis
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
• scientific article; zbMATH DE number 4143264 (Why is no real title available?)
• scientific article; zbMATH DE number 3974098 (Why is no real title available?)
• scientific article; zbMATH DE number 3984364 (Why is no real title available?)

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