Robust Estimation of Dispersion Matrices and Principal Components
From MaRDI portal
Cited in
(64)- Fast and robust bootstrap
- Robust multivariate functional discriminant coordinates
- Robust principal component analysis via ES-algorithm
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Robust singular spectrum analysis: comparison between classical and robust approaches for model fit and forecasting
- Fast computation of robust subspace estimators
- Standardization of multivariate Gaussian mixture models and background adjustment of PET images in brain oncology
- Robust Q-mode principal component analysis in \(L_{1}\)
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
- Multiple scaled symmetric distributions in allometric studies
- Robust probabilistic PCA with missing data and contribution analysis for outlier detection
- A robust coefficient of determination for regression
- Improved methods for making inferences about multiple skipped correlations
- The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies.
- Evaluation of robust outlier detection methods for zero-inflated complex data
- Inferences based on multiple skipped correlations
- Unveiling outliers with robust covariance matrix estimation: a shrinkage approach
- Testing for the redundancy of variables in principal components analysis
- A robust distance-based approach for detecting multidimensional outliers
- Rank regularized estimation of approximate factor models
- Detection of Multiple Influential Cases in Principal Component Analysis: A Graphical Technique
- Robust variable selection for finite mixture regression models
- Asymptotic theory for robust principal components
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
- A class of robust principal component vectors.
- Sample truncation strategies for outlier removal in geochemical data: the MCD robust distance approach versus t-SNE ensemble clustering
- A comparison of different procedures for principal component analysis in the presence of outliers
- Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
- Robust dimension reduction
- Robust mean and covariance structure analysis through iteratively reweighted least squares
- Performance of linear discriminant analysis using different robust methods
- Highly robust estimation of dispersion matrices
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
- Two proposals for robust PCA using semidefinite programming
- Structural equation modeling with heavy tailed distributions
- Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator
- A resistant estimator of multivariate location and dispersion
- Asymptotic performance of PCA for high-dimensional heteroscedastic data
- Robust tools for the imperfect world
- Two new approaches to robust estimation in time series
- Robust plug-in estimators in proportional scatter models.
- Comparing variances of correlated variables
- Robust tests for one or more allometric lines
- High dimension low sample size asymptotics of robust PCA
- Inferences about quantile correlations
- A procedure for the detection of multivariate outliers.
- Multiple scaled contaminated normal distribution and its application in clustering
- The percentage bend correlation coefficient
- Fast estimation of the median covariation matrix with application to online robust principal components analysis
- Multidimensional outlier detection and robust estimation using \(S_n\) covariance
- Methods of \(L_ 1\) estimation of a covariance matrix
- Robustifying principal component analysis with spatial sign vectors
- A robust approach to longitudinal data analysis
- Robust centroid method
- Robust computation of linear models by convex relaxation
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- Principal components in the nonnormal case: The test of equality of q roots
- Robust estimation and inference for bivariate line-fitting in allometry
- M-methods in growth curve analysis
- Multiple outlier detection in multivariate data using self-organizing maps
- Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for \(\boldsymbol{\ell_1}\) -Norm Principal Component Analysis
- Visualization of robust L1PCA
- Bias-robust estimators of multivariate scatter based on projections
- Effects on the eigenstructure of a data matrix when deleting an observation
This page was built for publication: Robust Estimation of Dispersion Matrices and Principal Components
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3914225)
