Robust tests for the common principal components model

DOI10.1016/J.JSPI.2008.05.052MaRDI QIDQ998988zbMATH OpenOpenAlexFDO

Authors Graciela Boente, Ana M. Pires, Isabel M. Rodrigues

Publication date 30 January 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2008.05.052

zbMATH Keywords

common principal componentsrobust estimationWald-type testplug-in methodsproportional scatter matriceslog-likelihood ratio test

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

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• scientific article; zbMATH DE number 1747143

Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 41813 (Why is no real title available?)
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• Depth weighted scatter estimators
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• Influence functions and outlier detection under the common principal components model: A robust approach
• Influence functions of two families of robust estimators under proportional scatter matrices
• On the relation between S-estimators and M-estimators of multivariate location and covariance
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• The influence function of the Stahel--Donoho estimator of multivariate location and scatter.

Cited in

(12)

• Robust discrimination under a hierarchy on the scatter matrices
• Optimal rank-based tests for common principal components
• Unconstrained representation of orthogonal matrices with application to common principal components
• Robust tests for the common principal components model
• Weighted chi-squared tests for partial common principal component subspaces
• Robust plug-in estimators in proportional scatter models.
• Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation
• Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
• Raw data maximum likelihood estimation for common principal component models: a state space approach
• Robust tests for one or more allometric lines
• A comparison of some methods for the selection of a common eigenvector model for the covariance matrices of two groups
• Testing for common principal components under heterokurticity

Describes a project that uses

Uses Software

• robustbase

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