Robustifying principal component analysis with spatial sign vectors
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- repec:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-016-0519-x is not listed on IDEAS
- Dürre, Alexander & Tyler, David E. & Vogel, Daniel, 2016. "On the eigenvalues of the spatial sign covariance matrix in more than two dimensions," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 80-85.
More about this item
KeywordsAffine equivariance; Efficiency; Influence function; Robustness; Spatial sign vector;
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