𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Principal Components and Stein-Like Estimation

✍ Scribed by Rod F. Ziemer; R. Carter Hill


Book ID
114841826
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
176 KB
Volume
29
Category
Article
ISSN
0008-3976

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πŸ“œ SIMILAR VOLUMES


Some robust estimates of principal compo
✍ John I. Marden πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 161 KB

Robust estimates of principal components are developed using appropriate deΓΏnitions of multivariate signs and ranks. Simulations and a data example are used to compare these methods to the regular method and one based on the minimum-volume-ellipsoid estimate of the covariance matrix. The sign and ra