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A class of statistical estimators related to principal components

✍ Scribed by Richard William Farebrother

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
651 KB
Volume
289
Category
Article
ISSN
0024-3795

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✦ Synopsis

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πŸ“œ SIMILAR VOLUMES

A Class of Robust Principal Component Ve
A Class of Robust Principal Component Vectors
✍ Hidehiko Kamiya; Shinto Eguchi πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 293 KB

This paper is concerned with a study of robust estimation in principal component analysis. A class of robust estimators which are characterized as eigenvectors of weighted sample covariance matrices is proposed, where the weight functions recursively depend on the eigenvectors themselves. Also, a fe