Asymptotic theory for robust principal components

The asymptotic distribution of the eigenvalues and eigenvectors of the robust scatter matrix proposed by R. Maronna in 1976 is given when the observations are from an ellipsoidal distribution. The elements of each characteristic vector are the coefficients of a robustified version of principal compo...

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Detalles Bibliográficos
Autor principal: Boente, G.
Formato: JOUR
Materias:
principal components
robust estimation
robust scatter matrix
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_0047259X_v21_n1_p67_Boente
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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