Sign eigenanalysis and its applications to optimization problems and robust statistics

DOI10.1016/J.CSDA.2004.07.012MaRDI QIDQ959143zbMATH OpenOpenAlexFDO

Authors Baibing Li

Publication date 11 December 2008

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

Full work available at URL https://dspace.lboro.ac.uk/2134/9223

zbMATH Keywords

optimizationeigenproblem\(L_{1}\) normrobust statistical inference

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cites work

• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Methods of \(L_ 1\) estimation of a covariance matrix
• On principal component analysis in \(L_{1}\).
• Robust Q-mode principal component analysis in \(L_{1}\)

Cited in

(2)

• Optimal Sign Patterns for a Generalized Schmidl-Cox Method
• A New Approach to Cluster Analysis: the Clustering-Function-Based Method

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