Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap

From MaRDI portal
Publication:5755032

DOI10.1198/016214506000000096zbMath1120.62319OpenAlexW1982733046MaRDI QIDQ5755032

Stefan Van Aelst, Gert Willems, Matías Salibián Barrera

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/462002




Related Items (44)

Independent Component Analysis for the objective classification of globular clusters of the galaxy NGC 5128The DetS and DetMM estimators for multivariate location and scatterRobust sieve M-estimation with an application to dimensionality reductionRobust tests for linear regression models based on \(\tau\)-estimatesRobust inference for seemingly unrelated regression modelsCommon multivariate estimators of location and scatter capture the symmetry of the underlying distributionTesting for principal component directions under weak identifiabilityRobust approaches to redundancy analysisMultivariate coefficients of variation: comparison and influence functionsOptimal rank-based testing for principal componentsClassical and robust orthogonal regression between parts of compositional dataA plug-in approach to sparse and robust principal component analysisHigh-breakdown robust multivariate methodsA higher-order correct fast moving-average bootstrap for dependent dataOn testing the equality of latent roots of scatter matrices under ellipticityS-estimation in linear models with structured covariance matricesSign tests for weak principal directionsShape bias of robust covariance estimators: an empirical studyInference for robust canonical variate analysisFast robust estimation of prediction error based on resamplingFast computation of robust subspace estimatorsOptimal rank-based tests for homogeneity of scatterUnnamed ItemRobust Principal Component Analysis Based on Pairwise Correlation EstimatorsRobust estimation and inference for bivariate line-fitting in allometryRobust Estimation of Multivariate Location and Scatter in the Presence of Missing DataRobust tools for the imperfect worldBreakdown concepts for contingency tablesEstimates of MM type for the multivariate linear modelWeighted likelihood estimation of multivariate location and scatterRobust estimation of Cronbach's alphaCharacterization of the equivalence of robustification and regularization in linear and matrix regressionA canonical definition of shapeOptimal tests for homogeneity of covariance, scale, and shapeOn consistency factors and efficiency of robust \(S\)-estimatorsRobust subsamplingComments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contaminationMultivariate generalized S-estimatorsThe minimum weighted covariance determinant estimatorFast and robust bootstrapRobust learning from bites for data miningAsymptotic distributions of robust shape matrices and scalesRobust model selection using fast and robust bootstrapDiscussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample


Uses Software



This page was built for publication: Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap