A correction of approximations used in sensitivity study of principal component analysis

DOI10.1007/s00180-017-0790-7zbMath1417.62162OpenAlexW2783468591MaRDI QIDQ1729323

Jacques Bénasséni

Publication date: 27 February 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0790-7

zbMATH Keywords

perturbation theorycovariance matrixinfluential observationseigenvalues and eigenvectors

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

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• Perturbation des poids des unités statistiques et approximation en analyse en composantes principales
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• Influence in principal components analysis
• Influence Analysis in Principal Component Analysis Through Power-Series Expansions

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