A robust principal component analysis
type: Item
instance of: scholarly article
title: A robust principal component analysis
zbMATH Open document ID: 0539.62063
DOI: 10.1016/0047-259X(81)90091-9
published in: Journal of Multivariate Analysis
publication date: 1981-01-01T00:00:00Z
review text: L'auteur propose une analyse en composantes principales robuste. La méthode, fondée sur des estimateurs de dispersion robustes, est intéressante; des propriétés asymptotiques sont étudiées sous certaines conditions. Malheureusement, il ne semble pas très aisé, a priori, d'étendre ce travail à d'autres distributions que les bivariées.
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 3858208
zbMATH Keywords: principal components
zbMATH Keywords: robust estimators for dispersion
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: linearization
author: Frits Ruymgaart
reviewed by: J. Dauxois
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3858208