Robust Singular Value Decompositions: A New Approach to Projection Pursuit

DOI10.2307/2290330zbMath0773.62041OpenAlexW4232405680MaRDI QIDQ5288908

Larry P. Ammann

Publication date: 28 October 1993

Full work available at URL: https://doi.org/10.2307/2290330

zbMATH Keywords

rotationMonte Carlo studysingular value decompositioneigenvaluesdiscriminant analysisexploratory data analysisexamplesrobust estimatesmultivariate outliersnew algorithmrobust location estimatorsrobust principal componentslarge sample sizesrobust covariance estimationerrors-in- variables regressioncovariance matrix eigenvectorsgeneral \(M\) estimationGM estimation problemhigh- dimensional dataleast squares regression fitregression hyperplanesrobust regression problems

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Probabilistic methods, stochastic differential equations (65C99)

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