On robust probabilistic principal component analysis using multivariate t -distributions

DOI10.1080/03610926.2022.2060512arXiv2010.10786OpenAlexW3094185484MaRDI QIDQ6067487

Howard D. Bondell, Yiping Guo

Publication date: 17 November 2023

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

Full work available at URL: https://arxiv.org/abs/2010.10786

zbMATH Keywords

principal componentsrobust estimationlatent variableheavy-tailed regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Robust probabilistic PCA with missing data and contribution analysis for outlier detection
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