High breakdown estimators for principal components: the projection-pursuit approach revis\-ited

DOI10.1016/J.JMVA.2004.08.002zbMATH Open1065.62040OpenAlexW2058496912MaRDI QIDQ558069FDOQ558069

Authors: Anne Ruiz-Gazen, Christophe Croux 

Publication date: 30 June 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.08.002

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zbMATH Keywords

RobustnessBreakdown pointDispersion matrixInfluence functionPrincipal components analysisProjection-pursuit

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited In (68)

• Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
• Robust data imputation
• Robust Q-mode principal component analysis in \(L_{1}\)
• Fast computation of robust subspace estimators
• Robust principal component analysis via ES-algorithm
• Asymptotic distributions in the projection pursuit based canonical correlation analysis
• Efficient R-estimation of principal and common principal components
• Robust PCA for skewed data and its outlier map
• On the asymptotic behavior of general projection-pursuit estimators under the common principal components model
• Combining linear dimension reduction subspaces
• Robust functional regression based on principal components
• \(M\)-type smoothing spline estimators for principal functions
• The effect of data contamination in sliced inverse regression and finite sample breakdown point
• Robust online signal extraction from multivariate time series
• A survey of robust statistics
• A comparison of algorithms for the multivariate \(L_1\)-median
• Detecting influential observations in kernel PCA
• Outlyingness: which variables contribute most?
• A pure \(L_1\)-norm principal component analysis
• Projection-pursuit based principal component analysis: a large sample theory
• Projection-pursuit approach to robust linear discriminant analysis
• Derived components regression using the BACON algorithm
• Robust estimators under a functional common principal components model
• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
• Title not available (Why is that?)
• Sensitivity Coefficient in Principal Component Analysis: Robust Case
• Two proposals for robust PCA using semidefinite programming
• Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study
• \(\ell\) major component detection and analysis (\(\ell^1\) MCDA): foundations in two dimensions
• Consistency of a numerical approximation to the first principal component projection pursuit estimator
• Asymptotic performance of PCA for high-dimensional heteroscedastic data
• Properties of design-based functional principal components analysis
• Robust kernel principal component analysis and classification
• Robust tools for the imperfect world
• Robust plug-in estimators in proportional scatter models.
• Influence function of projection-pursuit principal components for functional data
• Principal component regression for data containing outliers and missing elements
• The FastHCS algorithm for robust PCA
• Multivariate Functional Data Visualization and Outlier Detection
• Scale-invariant sparse PCA on high-dimensional meta-elliptical data
• Fast estimation of the median covariation matrix with application to online robust principal components analysis
• Characterization of the equivalence of robustification and regularization in linear and matrix regression
• Comparing classical and robust sparse PCA
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
• Robust functional principal components: a projection-pursuit approach
• Robust centroid method
• Robust principal component analysis based on pairwise correlation estimators
• Fault Detection and Isolation with Robust Principal Component Analysis
• A plug-in approach to sparse and robust principal component analysis
• High-breakdown robust multivariate methods
• Detecting multivariate outliers using projection pursuit with particle swarm optimization
• Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
• Robust forecasting of mortality and fertility rates: a functional data approach
• Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria
• General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study
• Influence functions of two families of robust estimators under proportional scatter matrices
• The asymptotic efficiency of the spatial median for elliptically symmetric distributions
• Principal component analysis for data containing outliers and missing elements
• MacroPCA: An All-in-One PCA Method Allowing for Missing Values as Well as Cellwise and Rowwise Outliers
• Robust dimension reduction
• Modal principal component analysis
• Aspects of robust canonical correlation analysis, principal components and association
• A method for fast and robust sungular spectrum analysis
• Factor Analysis Revisited – How Many Factors are There?
• Robust estimation of complicated profiles using wavelets
• Robust sparse principal component analysis: situation of full sparseness
• Automatic Transformation and Integration to Improve Visualization and Discovery of Latent Effects in Imaging Data
• Generalized spherical principal component analysis

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