Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo (Q3727162)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo |
scientific article |
Statements
1985
0 references
M-estimators
0 references
covariance matrix
0 references
principal components
0 references
projection-pursuit technique
0 references
Rotational equivariance
0 references
breakdown point
0 references
robustness
0 references
consistency
0 references
elliptic distributions
0 references
Monte Carlo study
0 references
asymmetric contamination
0 references
Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo (English)
0 references
