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

DOI10.1016/J.CSDA.2010.06.022zbMATH Open1247.62150OpenAlexW2085763931MaRDI QIDQ452676FDOQ452676

Authors 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 functionprincipal components analysismicroarray datacanonical correlationsinfluential observations

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)

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Cites work

• A Concordance Correlation Coefficient to Evaluate Reproducibility
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
• Hedonic housing prices and the demand for clean air
• Influence functions for dimension reduction methods: an example influence study of principal Hessian direction analysis
• Influence in principal components analysis
• Local influence in principal components analysis
• Matrix correlation
• Principal component analysis.
• Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods
• 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)

• A concentration approach to sensitivity studies in statistical estimation problems
• A correction of approximations used in sensitivity study of principal component analysis
• Influence functions for linear discriminant analysis: sensitivity analysis and efficient influence diagnostics
• Sensitivity Coefficient in Principal Component Analysis: Robust Case
• Influence Analysis in Principal Component Analysis Through Power-Series Expansions
• The impact of measurement error on principal component analysis
• Sensitivity of principal component subspaces: a comment on Prendergast's paper
• A note on switching eigenvalues under small perturbations
• A concentration study of principal components
• Comparative study of robust estimators based on a sensitivity coefficient in principal component analysis
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions

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Uses Software

• R

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