Robust estimates of principal components are developed using appropriate definitions of multivariate signs and ranks. Simulations and a data example are used to compare these methods to the regular method and one based on the minimum-volume-ellipsoid estimate of the covariance matrix. The sign and rank procedures are quite robust unless there is severe contamination, in which case the minimum-volume-ellipsoid estimate is preferable.
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Volume (Year): 43 (1999) Issue (Month): 4 (July) Pages: 349-359 Download reference. The following formats are available: HTML
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