Principal component analysis based on robust estimators of the covariance or correlation matrix: Influence functions and efficiencies

Biometrika

Volumn 87, Issue 3, 2000, Pages 603-618

  Croux, Christophe ^a   Haesbroeck, Gentiane ^b  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b UNIVERSITY OF LIÈGE   (Belgium)

Author keywords

Influence function; Principal component analysis; Robust correlation matrix; Robust estimation

Indexed keywords

EID: 0001088628     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/87.3.603     Document Type: Article

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