Influence functions and outlier detection under the common principal components model: A robust approach

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. Copyright Biometrika Trust 2002, Oxford University Press.

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Year of publication:	2002
Authors:	Boente, Graciela
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 89.2002, 4, p. 861-875
Publisher:	Biometrika Trust

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005559443