On principal component analysis in \(L_{1}\).
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Publication:1614834
DOI10.1016/S0167-9473(02)00076-2zbMath1180.62088OpenAlexW2089291727MaRDI QIDQ1614834
Baibing Li, A. Julian Morris, Elaine B. Martin
Publication date: 9 September 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00076-2
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Cites Work
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- Methods of \(L_ 1\) estimation of a covariance matrix
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Robust Singular Value Decompositions: A New Approach to Projection Pursuit
- Robust Q-mode principal component analysis in \(L_{1}\)
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