Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study

DOI10.1007/s00184-007-0129-4zbMath1433.62153OpenAlexW2076381597MaRDI QIDQ745433

Ana M. Pires, Isabel M. Rodrigues, Graciela Boente

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-007-0129-4

zbMATH Keywords

robust estimationcommon principal componentsoutlier detectionprojection-pursuitreweighted estimators

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

Related Items (1)

Some Nonparametric Asymptotic Results for a Class of Stochastic Processes

Uses Software

• robustbase

Cites Work

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• Robust Statistics

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