Robust Principal Components

DOI10.1080/03610918908812795MaRDI QIDQ3471484zbMATH OpenOpenAlexFDO

Authors Larry P. Ammann

Publication date 1989

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918908812795

zbMATH Keywords

eigenvalue decompositionfactor analysismultivariate analysisprincipal component analysisrobust principal components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• A routine for converting regression algorithms into corresponding orthogonal regression algorithms
• A System of Subroutines for Iteratively Reweighted Least Squares Computations
• scientific article; zbMATH DE number 3626442 (Why is no real title available?)
• scientific article; zbMATH DE number 3291672 (Why is no real title available?)
• The influence function in the errors in variables problem

Cited in

(26)

• Principal component analysis for data containing outliers and missing elements
• Methods of \(L_ 1\) estimation of a covariance matrix
• Stability of robust and non-robust principal components analysis
• Some robust estimates of principal components
• Robust mean and covariance structure analysis through iteratively reweighted least squares
• Principle component analysis: robust versions
• Robust principal component analysis: a factorization-based approach with linear complexity
• scientific article; zbMATH DE number 4013775 (Why is no real title available?)
• scientific article; zbMATH DE number 5957211 (Why is no real title available?)
• A robust version of principal factor analysis
• An improved algorithm for robust PCA
• Robust principal component analysis based on pairwise correlation estimators
• Fault Detection and Isolation with Robust Principal Component Analysis
• Robust Kernel Principal Component Analysis
• scientific article; zbMATH DE number 3982318 (Why is no real title available?)
• Outlier detection by robust principal components analysis
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
• scientific article; zbMATH DE number 1833952 (Why is no real title available?)
• The evaluation of socio-economic development of development agency regions in Turkey using classical and robust principal component analyses
• A robust probability principle component analysis method
• A class of robust principal component vectors.
• Robust principal component analysis in water quality index development
• Robust factored principal component analysis for matrix-valued outlier accommodation and detection
• Generalized spherical principal component analysis
• Robust PCA for skewed data and its outlier map

Describes a project that uses

Uses Software

• SAS

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