Robust Singular Value Decompositions: A New Approach to Projection Pursuit

DOI10.2307/2290330MaRDI QIDQ5288908zbMATH OpenOpenAlexFDO

Authors Larry P. Ammann

Publication date 28 October 1993

Full work available at URL https://doi.org/10.2307/2290330

zbMATH Keywords

covariance matrix eigenvectorsdiscriminant analysiseigenvalueserrors-in- variables regressionexamplesexploratory data analysisgeneral \(M\) estimationGM estimation problemhigh- dimensional datalarge sample sizesleast squares regression fitMonte Carlo studymultivariate outliersnew algorithmregression hyperplanesrobust covariance estimationrobust estimatesrobust location estimatorsrobust principal componentsrobust regression problemsrotationsingular value decomposition

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Multivariate analysis (62H99) Probabilistic methods, stochastic differential equations (65C99) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(9)

• On principal component analysis in \(L_{1}\).
• The percentage bend correlation coefficient
• Robust computation of linear models by convex relaxation
• Statistical inference based on robust low-rank data matrix approximation
• Robust regularized singular value decomposition with application to mortality data
• Robust Padé Approximation via SVD
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Robust singular value decomposition with application to video surveillance background modelling
• Inferences based on multiple skipped correlations

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