Robustness of principal component analysis with Spearman's rank matrix

DOI10.1007/S42519-023-00358-ZMaRDI QIDQ6537386

Kodai Watanabe, Kanta Naito, Inge Koch

Publication date: 14 May 2024

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

zbMATH Keywords

robustprincipal component analysisinfluence functionSpearman's rank

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62Fxx) Multivariate analysis (62Hxx)

Cites Work

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• Robustifying principal component analysis with spatial sign vectors
• On the efficiency of multivariate spatial sign and rank tests
• Affine equivariant multivariate rank methods
• Some robust estimates of principal components
• Approximation Theorems of Mathematical Statistics
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
• Sign and rank covariance matrices

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