Robustness of principal component analysis with Spearman's rank matrix

DOI10.1007/S42519-023-00358-ZMaRDI QIDQ6537386zbMATH OpenFDO

Authors Kodai Watanabe, Kanta Naito, Inge Koch

Publication date 14 May 2024

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S42519-023-00358-Z

zbMATH Keywords

influence functionprincipal component analysisrobustSpearman's rank

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62Fxx) Multivariate analysis (62Hxx)

Cites work

• Affine equivariant multivariate rank methods
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• Sign and rank covariance matrices
• Some robust estimates of principal components
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics

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