Some robust estimates of principal components
From MaRDI portal
Recommendations
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Robust Principal Components
- Robustifying principal component analysis with spatial sign vectors
- A robust principal component analysis
Cites work
Cited in
(53)- Consistency of restricted maximum likelihood estimators of principal components
- Independent component analysis based on symmetrised scatter matrices
- Methods of \(L_ 1\) estimation of a covariance matrix
- A class of statistical estimators related to principal components
- The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies.
- Covariance matrix estimation for left-censored data
- Affine equivariant multivariate rank methods
- Stability of robust and non-robust principal components analysis
- Robust factor number specification for large-dimensional elliptical factor model
- On weighted multivariate sign functions
- The spatial sign covariance matrix with unknown location
- Spatial sign correlation
- Principle component analysis: robust versions
- Large covariance estimation through elliptical factor models
- A generalized spatial sign covariance matrix
- Robust kernel principal component analysis and classification
- Detecting influential observations in kernel PCA
- Robust principal component analysis: a factorization-based approach with linear complexity
- On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
- Robust _1 approaches to computing the geometric median and principal and independent components
- scientific article; zbMATH DE number 4013775 (Why is no real title available?)
- scientific article; zbMATH DE number 5957211 (Why is no real title available?)
- Robust Principal Components
- Tests and estimates of shape based on spatial signs and ranks
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Robustifying principal component analysis with spatial sign vectors
- Robust functional principal components: a projection-pursuit approach
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
- scientific article; zbMATH DE number 5252 (Why is no real title available?)
- scientific article; zbMATH DE number 1833952 (Why is no real title available?)
- Scale-invariant sparse PCA on high-dimensional meta-elliptical data
- Efficient R-estimation of principal and common principal components
- The evaluation of socio-economic development of development agency regions in Turkey using classical and robust principal component analyses
- Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
- Robust principal component analysis based on trimming around affine subspaces
- Influence functions and efficiencies of \(k\)-step Hettmansperger-Randles estimators for multivariate location and regression
- Sign and rank covariance matrices
- Robust Q-mode principal component analysis in \(L_{1}\)
- A class of robust principal component vectors.
- Robust Functional Principal Component Analysis via a Functional Pairwise Spatial Sign Operator
- Robustness of principal component analysis with Spearman's rank matrix
- Generalized spherical principal component analysis
- Robust signal dimension estimation via SURE
- Large-Dimensional Factor Analysis Without Moment Constraints
- High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions
- Robust functional principal component analysis for non-Euclidean random objects
- A new non-parametric Kendall's tau for matrix-valued elliptical observations
- Robust functional inverse regression
- Robust factorization for high-dimensional matrix-variate observations
- Robust direction estimation in single-index models via cumulative divergence
- Robust inverse regression for multivariate elliptical functional data
- Asymptotics of the two-stage spatial sign correlation
- Robust tests for the common principal components model
This page was built for publication: Some robust estimates of principal components
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1962230)
