Principal component regression for data containing outliers and missing elements

被引:23
作者
Serneels, Sven [2 ]
Verdonck, Tim [1 ]
机构
[1] Univ Antwerp, Dept Math & Comp Sci, Agoras Grp, B-2020 Antwerp, Belgium
[2] LS Serv & Consultancy, Edegem, Belgium
关键词
MULTIVARIATE REGRESSION; ROBUST; ESTIMATOR; PROJECTION; INFERENCE;
D O I
10.1016/j.csda.2009.04.008
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
A methodology is presented to construct an expectation robust algorithm for principal component regression. The presented method is the first multivariate regression method which can resist outliers and which can cope with missing elements in the data simultaneously. Simulations and an example illustrate the good statistical properties of the method. (C) 2009 Elsevier B.V. All rights reserved.
引用
收藏
页码:3855 / 3863
页数:9
相关论文
共 50 条
[41]   Quality-Related Fault Detection and Diagnosis Based on Total Principal Component Regression Model [J].
Wang, Guang ;
Jiao, Jianfang .
IEEE ACCESS, 2018, 6 :10341-10347
[42]   Large-Scale Supervised Process Monitoring Based on Distributed Modified Principal Component Regression [J].
Rong, Mengyu ;
Shi, Hongbo ;
Tan, Shuai .
INDUSTRIAL & ENGINEERING CHEMISTRY RESEARCH, 2019, 58 (39) :18223-18240
[43]   Parallel quality-related dynamic principal component regression method for chemical process monitoring [J].
Tao, Yang ;
Shi, Hongbo ;
Song, Bing ;
Tan, Shuai .
JOURNAL OF PROCESS CONTROL, 2019, 73 :33-45
[44]   Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression [J].
Tai, Lingnan ;
Tao, Li ;
Pan, Jianxin ;
Tang, Man-lai ;
Yu, Keming ;
Haerdle, Wolfgang Karl ;
Tian, Maozai .
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2025, 206
[45]   Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data [J].
Xu, Dengke ;
Tang, Niansheng .
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2019, 48 (09) :2727-2742
[46]   Semiparametric marginal regression for clustered competing risks data with missing cause of failure [J].
Zhou, Wenxian ;
Bakoyannis, Giorgos ;
Zhang, Ying ;
Yiannoutsos, Constantin T. .
BIOSTATISTICS, 2022,
[47]   Smoothed empirical likelihood for quantile regression models with response data missing at random [J].
Luo, Shuanghua ;
Mei, Changlin ;
Zhang, Cheng-yi .
ASTA-ADVANCES IN STATISTICAL ANALYSIS, 2017, 101 (01) :95-116
[48]   Copula-based pairwise estimator for quantile regression with hierarchical missing data [J].
Verhasselt, Anneleen ;
Florez, Alvaro J. ;
Molenberghs, Geert ;
Van Keilegom, Ingrid .
STATISTICAL MODELLING, 2025, 25 (02) :129-149
[49]   Semiparametric marginal regression for clustered competing risks data with missing cause of failure [J].
Zhou, Wenxian ;
Bakoyannis, Giorgos ;
Zhang, Ying ;
Yiannoutsos, Constantin T. .
BIOSTATISTICS, 2023, 24 (03) :795-810
[50]   Regression analysis of competing risks data with general missing pattern in failure types [J].
Dewanji, Anup ;
Sankaran, P. G. ;
Sengupta, Debasis ;
Karmakar, Bappa .
STATISTICAL METHODOLOGY, 2016, 29 :18-31