Asymptotic distributions of principal components based on robust dispersions
From MaRDI portal
Publication:2813908
DOI10.1093/biomet/90.4.953zbMath1436.62222OpenAlexW1968088661MaRDI QIDQ2813908
Xuming He, Kai Wang Ng, Heng-Jian Cui
Publication date: 27 June 2016
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/795de285b2d1a1e913179646c32bcf9b754c280a
Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)
Related Items
Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator, On the asymptotic behavior of general projection-pursuit estimators under the common principal components model, Robust estimators under a functional common principal components model, Projection-pursuit based principal component analysis: a large sample theory, Aspects of robust canonical correlation analysis, principal components and association, High-breakdown robust multivariate methods, Two proposals for robust PCA using semidefinite programming, Robust functional principal components: a projection-pursuit approach, Robust kernel principal component analysis and classification, The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies., Asymptotic Conditional Singular Value Decomposition for High-Dimensional Genomic Data, Asymptotic distributions in the projection pursuit based canonical correlation analysis, High breakdown estimators for principal components: the projection-pursuit approach revis\-ited, Robust tests for the common principal components model, The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness, Principal component analysis for data containing outliers and missing elements, General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study
