Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
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Publication:3727162
DOI10.2307/2288497zbMath0595.62060OpenAlexW4240629319MaRDI QIDQ3727162
Publication date: 1985
Full work available at URL: https://doi.org/10.2307/2288497
robustnessconsistencyMonte Carlo studyM-estimatorscovariance matrixprincipal componentsbreakdown pointelliptic distributionsasymmetric contaminationprojection-pursuit techniqueRotational equivariance
Multivariate analysis (62H99) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
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