Robust simultaneous confidence interval estimation of principal component loadings

DOI10.1080/03610918.2017.1383422OpenAlexW2764110402MaRDI QIDQ5086159

Martin Augustine B. Borlongan, Erniel B. Barrios, Joseph Ryan G. Lansangan

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1383422

zbMATH Keywords

bootstrapoutliersalgorithmanalysisforward searchprincipal component

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• robust
• robustbase
• bootstrap

Cites Work

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• Robust m-estimators of multivariate location and scatter
• Exploring multivariate data with the forward search.
• Robust diagnostic regression analysis
• Principal component analysis.
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter
• Rejection of Outliers

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