Fast cross-validation of high-breakdown resampling methods for PCA

DOI10.1016/j.csda.2006.08.031zbMath1162.62374OpenAlexW2031794848MaRDI QIDQ1020168

Sanne Engelen, Mia Hubert

Publication date: 29 May 2009

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

Full work available at URL: https://doi.org/10.1016/j.csda.2006.08.031

zbMATH Keywords

robustnessfast algorithmscross-validationMCDPRESSROBPCA

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Nonparametric robustness (62G35)

Related Items

Fast robust estimation of prediction error based on resampling, Robust PCA for skewed data and its outlier map, A novel multi-view learning developed from single-view patterns, A resistant learning procedure for coping with outliers, Nonparametric density estimation by exact leave-\(p\)-out cross-validation, Robust location estimation with missing data

Uses Software

• LIBRA
• ROBPCA

Cites Work

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• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Principal component analysis.
• Least Median of Squares Regression
• A Robust Version of Mallows's C p
• Robust Linear Model Selection by Cross-Validation
• Linear Model Selection by Cross-Validation