The following pages link to Robust factor analysis. (Q1867199):
Displaying 45 items.
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- Inferring food intake from multiple biomarkers using a latent variable model (Q132201) (← links)
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Robust variable selection with application to quality of life research (Q261561) (← links)
- Robust regularized singular value decomposition with application to mortality data (Q386741) (← links)
- Learning a factor model via regularized PCA (Q399883) (← links)
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
- Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
- Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study (Q745433) (← links)
- The minimum weighted covariance determinant estimator (Q745468) (← links)
- Regression based principal component analysis for sparse functional data with applications to screening growth paths (Q746647) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
- Propagation of outliers in multivariate data (Q1002160) (← links)
- Bayesian hierarchical robust factor analysis models for partially observed sample-selection data (Q1686243) (← links)
- Interpretability of composite indicators based on principal components (Q2095785) (← links)
- Detection of two-way outliers in multivariate data and application to cheating detection in educational tests (Q2170425) (← links)
- Zig-zag exploratory factor analysis with more variables than observations (Q2255768) (← links)
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool (Q2276208) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Robust confirmatory factor analysis based on the forward search algorithm (Q2442683) (← links)
- Semiparametric Bayes hierarchical models with mean and variance constraints (Q2445672) (← links)
- Robust estimation of constrained covariance matrices for confirmatory factor analysis (Q2445756) (← links)
- Robust concentration graph model selection (Q2445761) (← links)
- A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis (Q2445788) (← links)
- Robust estimation of Cronbach's alpha (Q2499084) (← links)
- Influence of observations on the misclassification probability in quadratic discriminant analysis (Q2581832) (← links)
- Directed Principal Component Analysis (Q2931712) (← links)
- Factor Analysis Revisited – How Many Factors are There? (Q3072420) (← links)
- A robust version of principal factor analysis (Q3297979) (← links)
- Analyzing Data with Robust Multivariate Methods and Diagnostic Plots (Q3298668) (← links)
- Logistic discrimination using robust estimators: An influence function approach (Q3517425) (← links)
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- Robust estimation of the hierarchical model for responses and response times (Q4627518) (← links)
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- Cluster detection and clustering with random start forward searches (Q5035759) (← links)
- A skew-normal factor model for the analysis of student satisfaction towards university courses (Q5123542) (← links)
- A useful approach to identify the multicollinearity in the presence of outliers (Q5130218) (← links)
- Estimators of Influence Function (Q5201469) (← links)
- Skewed factor models using selection mechanisms (Q5964281) (← links)
- Simultaneous parameter estimation in exploratory factor analysis: an expository review (Q6574895) (← links)
- Robust signal dimension estimation via SURE (Q6581311) (← links)
- Minimum covariance determinant and extensions (Q6602189) (← links)
- Fast Robust Location and Scatter Estimation: A Depth-based Method (Q6631174) (← links)
