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Robust principal components: A generalized variance perspective

โœ Scribed by Rand R. Wilcox


Book ID
111520665
Publisher
Psychonomic Society Publications
Year
2008
Tongue
English
Weight
907 KB
Volume
40
Category
Article
ISSN
1554-351X

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A Class of Robust Principal Component Ve
โœ Hidehiko Kamiya; Shinto Eguchi ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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