Generalized spherical principal component analysis

Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

A generalized spatial sign covariance matrix
A Measure of Directional Outlyingness With Applications to Image Data and Video
Asymptotic and bootstrap tests for subspace dimension
Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
Asymptotic theory for robust principal components
Asymptotics for the minimum covariance determinant estimator
Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
BACON: blocked adaptive computationally efficient outlier nominators.
Central limit theorem and influence function for the MCD estimators at general multivariate distributions
Eigenvalues of large sample covariance matrices of spiked population models
High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
scientific article; zbMATH DE number 3642533 (Why is no real title available?)
scientific article; zbMATH DE number 3905646 (Why is no real title available?)
scientific article; zbMATH DE number 3954047 (Why is no real title available?)
scientific article; zbMATH DE number 5200028 (Why is no real title available?)
Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
Least Median of Squares Regression
On consistency and sparsity for principal components analysis in high dimensions
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
Projection pursuit in high dimensions
Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
Robust principal component analysis for functional data. (With comments)
Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
Robustifying principal component analysis with spatial sign vectors
Shape bias of robust covariance estimators: an empirical study
Some robust estimates of principal components
The \(k\)-step spatial sign covariance matrix
The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions
The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
The spatial sign covariance matrix with unknown location
The spatial sign covariance operator: asymptotic results and applications

Cited in

(2)

Robust functional principal component analysis for non-Euclidean random objects
Sparse outlier-robust PCA for multi-source data

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