Pages that link to "Item:Q4520224"
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The following pages link to Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies (Q4520224):
Displaying 50 items.
- On the usage of joint diagonalization in multivariate statistics (Q2062786) (← links)
- On weighted multivariate sign functions (Q2146460) (← links)
- Robust sieve M-estimation with an application to dimensionality reduction (Q2161188) (← links)
- Testing for principal component directions under weak identifiability (Q2176623) (← links)
- Robustifying multiple-set linear canonical analysis with S-estimator (Q2208989) (← links)
- Robust inverse regression for dimension reduction (Q2254161) (← links)
- NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
- Robust computation of linear models by convex relaxation (Q2351804) (← links)
- Learning linear PCA with convex semi-definite programming (Q2373456) (← links)
- Principle component analysis: robust versions (Q2399473) (← links)
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
- The \(k\)-step spatial sign covariance matrix (Q2442779) (← links)
- Detecting influential observations in principal components and common principal components (Q2445749) (← links)
- Robust concentration graph model selection (Q2445761) (← links)
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (Q2489759) (← links)
- Robust estimation of Cronbach's alpha (Q2499084) (← links)
- Breakdown and groups. (With discussions and rejoinder) (Q2569232) (← links)
- Influence of observations on the misclassification probability in quadratic discriminant analysis (Q2581832) (← links)
- Influence functions of two families of robust estimators under proportional scatter matrices (Q2655554) (← links)
- An L1-type estimator of multivariate location and shape (Q2655560) (← links)
- Robust principal component analysis: a factorization-based approach with linear complexity (Q2660750) (← links)
- Asymptotic distributions of principal components based on robust dispersions (Q2813908) (← links)
- Comparative Study of Robust Estimators Based on a Sensitivity Coefficient in Principal Component Analysis (Q2876173) (← links)
- On the optimality of multivariate S-estimators (Q2911669) (← links)
- Finding an unknown number of multivariate outliers (Q2920276) (← links)
- Weighted scatter estimation method of the GO-GARCH models (Q2930903) (← links)
- Robust estimation and inference for bivariate line-fitting in allometry (Q3013949) (← links)
- Factor Analysis Revisited – How Many Factors are There? (Q3072420) (← links)
- Robust Principal Component Analysis Based on Pairwise Correlation Estimators (Q3298518) (← links)
- Analyzing Data with Robust Multivariate Methods and Diagnostic Plots (Q3298668) (← links)
- Robust Principal Components (Q3471484) (← links)
- Sensitivity Coefficient in Principal Component Analysis: Robust Case (Q3543706) (← links)
- A concentration study of principal components (Q3592049) (← links)
- Robust Kernel Principal Component Analysis (Q3648346) (← links)
- Robust Estimators for the Parameters of Multivariate Lognormal Distribution (Q4484620) (← links)
- Robust linear discriminant analysis using S-estimators (Q4529337) (← links)
- (Q4606893) (← links)
- Influence and sensitivity measures in correspondence analysis (Q4652923) (← links)
- Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data (Q4975350) (← links)
- Efficient R-Estimation of Principal and Common Principal Components (Q4975560) (← links)
- (Q5033292) (← links)
- Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator (Q5039811) (← links)
- A concentration approach to sensitivity studies in statistical estimation problems (Q5129103) (← links)
- A useful approach to identify the multicollinearity in the presence of outliers (Q5130218) (← links)
- The evaluation of socio-economic development of development agency regions in Turkey using classical and robust principal component analyses (Q5138758) (← links)
- Estimators of Influence Function (Q5201469) (← links)
- Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix (Q5259102) (← links)
- Influence Functions for Sliced Inverse Regression (Q5467700) (← links)
- Robust estimation of the conditional median function at elliptical models (Q5933622) (← links)
- The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules. (Q5940877) (← links)
