Robust Singular Value Decompositions: A New Approach to Projection Pursuit

DOI10.2307/2290330zbMATH Open0773.62041OpenAlexW4232405680MaRDI QIDQ5288908FDOQ5288908

Authors: Larry P. Ammann 

Publication date: 28 October 1993

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

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zbMATH Keywords

exploratory data analysiseigenvaluesrobust covariance estimationsingular value decompositiondiscriminant analysisMonte Carlo studyrotationrobust estimatesmultivariate outliersexamplesnew algorithmrobust location estimatorsrobust principal componentslarge sample sizeserrors-in- variables regressioncovariance matrix eigenvectorsgeneral \(M\) estimationGM estimation problemhigh- dimensional dataleast squares regression fitregression hyperplanesrobust regression problems

Mathematics Subject Classification ID

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

Cited In (9)

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

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