Robust PCA for high‐dimensional data based on characteristic transformation

DOI10.1111/anzs.12385zbMath1521.62096arXiv2204.01042MaRDI QIDQ6075186

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Publication date: 20 October 2023

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.01042

zbMATH Keywords

characteristic functionhigh-dimensional datarobust PCAkernel PCAspiked covariance modelheavy-tailed data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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