ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
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Publication:4690955
DOI10.1080/01621459.2016.1246366zbMath1398.62153arXiv1310.3561OpenAlexW1939766099MaRDI QIDQ4690955
Publication date: 23 October 2018
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.3561
robust estimatorselliptical distributionsparse principal component analysisoptimality propertyelliptical component analysismultivariate Kendall's tau
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Robustness and adaptive procedures (parametric inference) (62F35)
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