Resistant lower rank approximation of matrices by iterative majorization

DOI10.1016/0167-9473(94)90163-5MaRDI QIDQ1896200zbMATH OpenOpenAlexWikidataFDO

Authors Peter Verboon, Willem J. Heiser

Publication date 17 August 1995

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

Full work available at URL https://doi.org/10.1016/0167-9473(94)90163-5

zbMATH Keywords

robustnessmajorizationresistanceiteratively reweighted least squaresHuber functionlower rank approximationbiweight function

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to statistics (62-04)

Cites work

• scientific article; zbMATH DE number 3936168 (Why is no real title available?)
• Correspondence analysis with least absolute residuals
• Lower Rank Approximation of Matrices by Least Squares with Any Choice of Weights
• Quantitative analysis of qualitative data
• Resistant orthogonal Procrustes analysis
• Robust Estimation of a Location Parameter
• Robust Statistics
• Some Applications of the Singular Decomposition of a Matrix
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• The biplot graphic display of matrices with application to principal component analysis
• The principal components of mixed measurement level multivariate data: An alternating least squares method with optimal scaling features

Cited in

(7)

• Weighted least squares fitting using ordinary least squares algorithms
• Robust mean and covariance structure analysis through iteratively reweighted least squares
• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
• Robust low-rank data matrix approximations
• Pairwise-comparison methods in multiple objective programming, with applications in a long-term energy-planning model
• Applied regression analysis bibliography update 1994-97
• Sharp quadratic majorization in one dimension

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