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

DOI10.1016/j.jmva.2004.08.002zbMath1065.62040OpenAlexW2058496912MaRDI QIDQ558069

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

zbMATH Keywords

RobustnessBreakdown pointDispersion matrixInfluence functionPrincipal components analysisProjection-pursuit

Mathematics Subject Classification ID

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

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