Principal component regression for data containing outliers and missing elements

DOI10.1016/J.CSDA.2009.04.008MaRDI QIDQ961870zbMATH OpenOpenAlexFDO

Authors Sven Serneels, Tim Verdonck

Publication date 1 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.04.008

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 1113912 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• A Fast Procedure for Outlier Diagnostics in Large Regression Problems
• Editing and Imputation for Quantitative Survey Data
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Inference and missing data
• Methods and Applications of Linear Models
• Multivariate least-trimmed squares regression estimator
• Multivariate regression \(S\)-estimators for robust estimation and inference
• Principal component analysis for data containing outliers and missing elements
• Robust principal component analysis for functional data. (With comments)
• The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness
• The multivariate least-trimmed squares estimator

Cited in

(12)

• scientific article; zbMATH DE number 1833952 (Why is no real title available?)
• Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
• Robust PLS approach for KPI-related prediction and diagnosis against outliers and missing data
• Derived components regression using the BACON algorithm
• An imputation method for categorical variables with application to nonlinear principal component analysis
• Robust correlation scaled principal component regression
• Robust principal components regression
• Thresholding-based outlier detection for high-dimensional data
• Robust regression imputation for missing data in the presence of outliers
• Robust regression analysis: a useful two stage procedure
• DetMCD in a calibration framework
• Principal component analysis for data containing outliers and missing elements

Describes a project that uses

Uses Software

• ROBPCA
• LIBRA

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