Robustifying principal component analysis with spatial sign vectors
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Publication:434715
DOI10.1016/J.SPL.2012.01.001zbMATH Open1243.62084OpenAlexW2150136439WikidataQ109744820 ScholiaQ109744820MaRDI QIDQ434715FDOQ434715
Authors: Sara Taskinen, Inge Koch, Hannu Oja 
Publication date: 16 July 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: http://urn.fi/URN:NBN:fi:jyu-201211293124
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Directional data; spatial statistics (62H11) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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- Robust Estimation of Dispersion Matrices and Principal Components
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
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Cited In (22)
- Robustifying multiple-set linear canonical analysis with S-estimator
- Efficient R-estimation of principal and common principal components
- Comparative study of robust estimators based on a sensitivity coefficient in principal component analysis
- On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
- A generalized spatial sign covariance matrix
- On the eigenvectors of large-dimensional sample spatial sign covariance matrices
- A class of robust principal component vectors.
- Asymptotic theory for robust principal components
- Robust Functional Principal Component Analysis via a Functional Pairwise Spatial Sign Operator
- Gini covariance matrix and its affine equivariant version
- Some robust estimates of principal components
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
- Fast estimation of the median covariation matrix with application to online robust principal components analysis
- The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions
- Robust principal component analysis based on pairwise correlation estimators
- Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
- Robustness of principal component analysis with Spearman's rank matrix
- Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
- Generalized spherical principal component analysis
- Sign tests for weak principal directions
- On weighted multivariate sign functions
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