Fast computation of robust subspace estimators

DOI10.1016/j.csda.2018.12.013OpenAlexW2963741770WikidataQ128610640 ScholiaQ128610640MaRDI QIDQ1727931

Stefan Van Aelst, Holger Cevallos-Valdiviezo

Publication date: 21 February 2019

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

Full work available at URL: https://arxiv.org/abs/1803.10290

zbMATH Keywords

principal component analysishigh-dimensional datadeterministic algorithmleast trimmed squaresM-scale

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Cluster analysis with cellwise trimming and applications for the robust clustering of curves

Uses Software

• LAPACK
• R
• robustbase
• RcppArmadillo
• ROBPCA
• rrcov

Cites Work

• Unnamed Item
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