Invariant Co-Ordinate Selection

DOI10.1111/j.1467-9868.2009.00706.xzbMath1250.62032OpenAlexW2042292499MaRDI QIDQ82621

Hannu Oja, David E. Tyler, Frank Critchley, Lutz Dümbgen, David E. Tyler, Hannu Oja, Lutz Dümbgen, Frank Critchley

Publication date: 1 June 2009

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2009.00706.x

zbMATH Keywords

cluster analysisprojection pursuitrobust statisticsprincipal componentsmixture modelsaffine invarianceindependent components analysismultivariate scattermultivariate diagnostics

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items

One-step M-estimates of scatter and the independence property, Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression, Numerical Considerations and a new implementation for invariant coordinate selection, Sparse optimal discriminant clustering, Affine-invariant rank tests for multivariate independence in independent component models, Effect of kurtosis on efficiency of some multivariate medians, The use of a common location measure in the invariant coordinate selection and projection pursuit, Skewness-based projection pursuit: a computational approach, Supervised invariant coordinate selection, Independent component analysis for tensor-valued data, Characteristics of multivariate distributions and the invariant coordinate system, A note on the fourth cumulant of a finite mixture distribution, Blind source separation for spatial compositional data, Clustering via finite nonparametric ICA mixture models, Finite mixtures, projection pursuit and tensor rank: a triangulation, The relationship between shape parameters and kurtosis in some relevant models, A characterization of elliptical distributions and some optimality properties of principal components for functional data, Gini covariance matrix and its affine equivariant version, Central limit theorem and influence function for the MCD estimators at general multivariate distributions, New algorithms for \(M\)-estimation of multivariate scatter and location, On the Computation of Symmetrized M-Estimators of Scatter, Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics, On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis, Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace, Detecting Multivariate Outliers Using Projection Pursuit with Particle Swarm Optimization, Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection, On the canonical form of scale mixtures of skew-normal distributions, The spatial sign covariance matrix with unknown location, Dimension Reduction for Outlier Detection Using DOBIN, REPPlab: An R package for detecting clusters and outliers using exploratory projection pursuit, \(k\)-step shape estimators based on spatial signs and ranks, Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels, ICS for Multivariate Outlier Detection with Application to Quality Control, ICS, Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem, robustX, ICSShiny, Asymptotic and bootstrap tests for subspace dimension, On the usage of joint diagonalization in multivariate statistics, Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit, \(M\)-functionals of multivariate scatter, Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix, Vector-valued skewness for model-based clustering, Fourth moments and independent component analysis, Combining Linear Dimension Reduction Subspaces

Uses Software

• R
• ICS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Tests of multinormality based on location vectors and scatter matrices
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
• Signed-rank tests for location in the symmetric independent component model
• A distribution-free M-estimator of multivariate scatter
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Robust m-estimators of multivariate location and scatter
• Bias-robust estimators of multivariate scatter based on projections
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• Asymptotics of reweighted estimators of multivariate location and scatter
• Constrained \(M\)-estimation for multivariate location and scatter
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
• What is Projection Pursuit?
• Radial estimates and the test for sphericity
• Significance levels in exploratory projection pursuit
• On an Adaptive Transformation–Retransformation Estimate of Multivariate Location
• Cluster Identification Using Projections
• A Projection Pursuit Algorithm for Exploratory Data Analysis
• Jacobi Angles for Simultaneous Diagonalization
• On a transformation and re-transformation technique for constructing an affine equivariant multivariate median
• The distribution of a statistic used for testing sphericity of normal distributions
• A graphical method for the analysis of statistical distributions into two normal components
• Sign and rank covariance matrices