A robust principal component analysis

DOI10.1016/0047-259X(81)90091-9zbMath0539.62063MaRDI QIDQ794108

Frits H. Ruymgaart

Publication date: 1981

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalitylinearizationprincipal componentsrobust estimators for dispersion

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

• A differential for L-statistics
• Descriptive statistics for non-parametric models. III: Dispersion
• Convergence rates for the isotrope discrepancy
• A General Qualitative Definition of Robustness
• The 1972 Wald Lecture Robust Statistics: A Review
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• Simultaneous Confidence Interval Estimation
• Generalization of the Theorem of Glivenko-Cantelli
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