ROBUST ESTIMATION OF DISPERSION MATRICES AND PRINCIPAL COMPONENTS

被引:220
|
作者
DEVLIN, SJ
GNANADESIKAN, R
KETTENRING, JR
机构
关键词
D O I
10.2307/2287836
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:354 / 362
页数:9
相关论文
共 50 条
  • [21] Computing Robust Principal Components by A* Search
    Shah, Swair
    He, Baokun
    Maung, Crystal
    Schweitzer, Haim
    INTERNATIONAL JOURNAL ON ARTIFICIAL INTELLIGENCE TOOLS, 2018, 27 (07)
  • [22] A robust approach to common principal components
    Boente, G
    Orellana, L
    STATISTICS IN GENETICS AND IN THE ENVIRONMENTAL SCIENCES, 2001, : 117 - 145
  • [23] SPIKED SEPARABLE COVARIANCE MATRICES AND PRINCIPAL COMPONENTS
    Ding, Xiucai
    Yang, Fan
    ANNALS OF STATISTICS, 2021, 49 (02): : 1113 - 1138
  • [24] Spiked multiplicative random matrices and principal components
    Ding, Xiucai
    Ji, Hong Chang
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 163 : 25 - 60
  • [25] Fast estimation of the median covariation matrix with application to online robust principal components analysis
    Cardot, Herve
    Godichon-Baggioni, Antoine
    TEST, 2017, 26 (03) : 461 - 480
  • [26] Robust estimation and random matrices
    Couillet, Romain
    TRAITEMENT DU SIGNAL, 2016, 33 (2-3) : 273 - 320
  • [27] ROBUST ESTIMATION OF COVARIANCE MATRICES
    REYNOLDS, RG
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1990, 35 (09) : 1047 - 1051
  • [28] Fast estimation of the median covariation matrix with application to online robust principal components analysis
    Hervé Cardot
    Antoine Godichon-Baggioni
    TEST, 2017, 26 : 461 - 480
  • [29] Robust principal components regression based on principal sensitivity vectors
    Zhang, MH
    Xu, QS
    Massart, DL
    CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS, 2003, 67 (02) : 175 - 185
  • [30] Bayesian estimation of the number of principal components
    Seghouane, Abd-Krim
    Cichocki, Andrzej
    SIGNAL PROCESSING, 2007, 87 (03) : 562 - 568