A class of robust principal component vectors.

DOI10.1006/jmva.2000.1936zbMath1036.62051MaRDI QIDQ5943754

Hidehiko Kamiya, Shinto Eguchi

Publication date: 17 September 2001

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

Full work available at URL: https://semanticscholar.org/paper/78642c4e494cf1d0141d72960f7f6d4cf8564168

zbMATH Keywords

principal component analysis; influence function; asymptotic relative efficiency; gross-error sensitivity; robustness against outliers

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62E20: Asymptotic distribution theory in statistics

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Robust extraction of local structures by the minimum \(\beta\)-divergence method, A 50-year personal journey through time with principal component analysis, Comparative Study of Robust Estimators Based on a Sensitivity Coefficient in Principal Component Analysis, Robust Kernel Principal Component Analysis

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation of the mean of a multivariate normal distribution
• A simplified neuron model as a principal component analyzer
• Robust direction estimation
• Robust m-estimators of multivariate location and scatter
• Neural theory of association and concept-formation
• Influence in principal components analysis
• Robust Estimation of Dispersion Matrices and Principal Components
• Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
• Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis
• Robust Statistics