𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Robust Estimation of Dispersion Matrices and Principal Components

✍ Scribed by Devlin, S. J.; Gnanadesikan, R.; Kettenring, J. R.

Book ID
120509529
Publisher
American Statistical Association
Year
1981
Tongue
English
Weight
877 KB
Volume
76
Category
Article
ISSN
0162-1459

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Highly Robust Estimation of Dispersion M
Highly Robust Estimation of Dispersion Matrices
✍ Yanyuan Ma; Marc G. Genton πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 183 KB

In this paper, we propose a new componentwise estimator of a dispersion matrix, based on a highly robust estimator of scale. The key idea is the elimination of a location estimator in the dispersion estimation procedure. The robustness properties are studied by means of the influence function and th

Some robust estimates of principal compo
Some robust estimates of principal components
✍ 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