Robust principal component analysis based on pairwise correlation estimators

DOI10.1007/978-3-7908-2604-3_59MaRDI QIDQ3298518zbMATH OpenOpenAlexFDO

Authors Stefan Van Aelst, Ellen Vandervieren, Gert Willems

Publication date 14 July 2020

Published in Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-7908-2604-3_59

zbMATH Keywords

high-dimensional dataprincipal component analysisrobustnesstrimming

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• Exploring multivariate data with the forward search.
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
• Propagation of outliers in multivariate data
• Robust Linear Model Selection Based on Least Angle Regression
• Robust Statistics

Cited in

(6)

• Principal component analysis: a generalized Gini approach
• High dimension low sample size asymptotics of robust PCA
• Sharp detection in PCA under correlations: all eigenvalues matter
• The shooting S-estimator for robust regression
• Robust PCA for high-dimensional data
• Aspects of robust canonical correlation analysis, principal components and association

Describes a project that uses

Uses Software

• robustbase
• ROBPCA

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