Effects of observations on the eigensystem of a sample covariance matrix
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Publication:689389
DOI10.1016/0378-3758(93)90125-PzbMath0778.62053OpenAlexW2022605463MaRDI QIDQ689389
Publication date: 2 December 1993
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(93)90125-p
eigenvectorspower series expansionsdeleting observationsdetection of influential observationsmatrix perturbation analysisperturbed sample covariance matrixprincipal component valuesunrepeated eigenvalues
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Eigenvalues, singular values, and eigenvectors (15A18)
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Cites Work
- Influence functions related to eigenvalue problems which appear in multivariate analysis
- Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
- Influence in principal components analysis
- The Influence Function as an Aid in Outlier Detection in Discriminant Analysis
- Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods
- Influence functions for certain parameters in multivariate analysis
- Robust Statistics
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