A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets

DOI10.1016/j.csda.2010.06.022zbMath1247.62150OpenAlexW2085763931MaRDI QIDQ452676

Connie Li Wai Suen, Luke A. Prendergast

Publication date: 15 September 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.06.022

zbMATH Keywords

influence functioninfluential observationsmicroarray datacanonical correlationsprincipal components analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Biochemistry, molecular biology (92C40)

Related Items (5)

Influence functions for linear discriminant analysis: sensitivity analysis and efficient influence diagnostics ⋮ A concentration approach to sensitivity studies in statistical estimation problems ⋮ A correction of approximations used in sensitivity study of principal component analysis ⋮ Sensitivity of principal component subspaces: a comment on Prendergast's paper ⋮ Comparative Study of Robust Estimators Based on a Sensitivity Coefficient in Principal Component Analysis

Uses Software

• R

Cites Work

• Matrix correlation
• Hedonic housing prices and the demand for clean air
• Principal component analysis.
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
• Influence Functions for Dimension Reduction Methods: An Example Influence Study of Principal Hessian Direction Analysis
• A Concordance Correlation Coefficient to Evaluate Reproducibility
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• Influence in principal components analysis
• Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods
• The Influence Curve and Its Role in Robust Estimation
• Local influence in principal components analysis

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