Influence functions related to eigenvalue problems which appear in multivariate analysis

DOI10.1080/03610928908830137zbMath0696.62250OpenAlexW2086539759MaRDI QIDQ3474029

Yutaka Tanaka

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830137

zbMATH Keywords

perturbation theorysensitivity analysisgeneralized eigenvalue problemmultiple eigenvaluesordinary eigenvalue problem

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items

Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods ⋮ Principal Component Analysis Based on a Subset of Variables: Variable Selection and Sensitivity Analysis ⋮ GBMs: GLMs with bilinear terms ⋮ Effects of observations on the eigensystem of a sample covariance matrix ⋮ Influence in canonical correlation analysis ⋮ Influence function analysis for partial least squares with uncorrelated components ⋮ Further influence measures in factor analysis ⋮ Sensitivity analysis in multivariate methods: Decomposition of an arbitrary influence into a finite number of components

Cites Work

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• Methods of matrix algebra
• Sensitivity analysis in maximum likelihood factor analysis
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• Influence in principal components analysis
• The Influence Curve and Its Role in Robust Estimation
• Influence functions for certain parameters in multivariate analysis

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