Refining invariant coordinate selection via local projection pursuit

DOI10.1007/978-3-031-22687-8_6MaRDI QIDQ6606400FDOQ6606400

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

• Invariant co-ordinate selection (with discussion)
• Title not available (Why is that?)
• A distribution-free M-estimator of multivariate scatter
• What is Projection Pursuit?
• A Projection Pursuit Algorithm for Exploratory Data Analysis
• Projection pursuit
• Redescending \(M\)-estimates of multivariate location and scatter
• Asymptotics of graphical projection pursuit
• On low-dimensional projections of high-dimensional distributions

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