Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
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Publication:4520224
DOI10.1093/biomet/87.3.603zbMath0956.62047OpenAlexW2055894834MaRDI QIDQ4520224
Christophe Croux, Gentiane Haesbroeck
Publication date: 11 March 2001
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/99557
Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35)
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