Sign eigenanalysis and its applications to optimization problems and robust statistics

DOI10.1016/j.csda.2004.07.012zbMath1429.65077OpenAlexW2053984989MaRDI QIDQ959143

Baibing Li

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://dspace.lboro.ac.uk/2134/9223

zbMATH Keywords

optimizationeigenproblem\(L_{1}\) normrobust statistical inference

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cites Work

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• Methods of \(L_ 1\) estimation of a covariance matrix
• On principal component analysis in \(L_{1}\).
• Linear Statistical Inference and its Applications
• Robust Q-mode principal component analysis in \(L_{1}\)