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  • Search: subject:"Spatial sign vector"
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Affine equivariance 1 Efficiency 1 Influence function 1 Robustness 1 Spatial sign vector 1
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Koch, Inge 1 Oja, Hannu 1 Taskinen, Sara 1
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Statistics & Probability Letters 1
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Robustifying principal component analysis with spatial sign vectors
Taskinen, Sara; Koch, Inge; Oja, Hannu - In: Statistics & Probability Letters 82 (2012) 4, pp. 765-774
In this paper, we apply orthogonally equivariant spatial sign covariance matrices as well as their affine equivariant counterparts in principal component analysis. The influence functions and asymptotic covariance matrices of eigenvectors based on robust covariance estimators are derived in...
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