Principal components analysis based on multivariate MM estimators with fast and robust bootstrap

Journal of the American Statistical Association

Volumn 101, Issue 475, 2006, Pages 1198-1211

  Salibián Barrera, Matías ^a   Van Aelst, Stefan ^b   Willems, Gert ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b GHENT UNIVERSITY   (Belgium)

Author keywords

Bootstrap; Inference; MM estimators; Principal components; Robustness

Indexed keywords

EID: 33748848663     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214506000000096     Document Type: Review

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