Refining invariant coordinate selection via local projection pursuit

DOI10.1007/978-3-031-22687-8_6MaRDI QIDQ6606400zbMATH OpenFDO

Authors Lutz Dümbgen, Katrin Gysel, Fabrice Perler

Publication date 16 September 2024

zbMATH Keywords

local searchorthogonal matrixorthogonal projectiongradient descentdifferential entropylocal perturbation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx)

Cites work

• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• A Projection Pursuit Algorithm for Exploratory Data Analysis
• A distribution-free M-estimator of multivariate scatter
• Asymptotics of graphical projection pursuit
• Invariant co-ordinate selection (with discussion)
• On low-dimensional projections of high-dimensional distributions
• Projection pursuit
• Redescending \(M\)-estimates of multivariate location and scatter
• What is Projection Pursuit?

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