A robust principal component analysis
From MaRDI portal
Publication:794108
DOI10.1016/0047-259X(81)90091-9zbMath0539.62063MaRDI QIDQ794108
Publication date: 1981
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
consistency; asymptotic normality; linearization; principal components; robust estimators for dispersion
62H25: Factor analysis and principal components; correspondence analysis
62F35: Robustness and adaptive procedures (parametric inference)
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Robust L1 Principal Component Analysis and Its Bayesian Variational Inference, Robust probabilistic PCA with missing data and contribution analysis for outlier detection
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