Title of article
Influence functions and outlier detection under the common principal components model: A robust approach
Author/Authors
Pires، Ana F. نويسنده , , Boente، Graciela نويسنده , , M.Rodrigues، Isabel نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
-860
From page
861
To page
0
Abstract
The common principal components model for several groups of multivariate observations assumes equal principal axes but different variances along these axes among the groups.Influence functions for plug-in and projection-pursuit estimates under a common principal component model are obtained. Asymptotic variances are derived from them. Outlier detection is possible using partial influence functions.
Keywords
Projection-pursuit , Robust scatter matrix , Asymptotic variance , Partial influence function , Common principal components , Robust estimation
Journal title
Biometrika
Serial Year
2002
Journal title
Biometrika
Record number
71753
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