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Abstract:

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. © 2002 Biometrika Trust.

Registro:

Documento: Artículo
Título:Influence functions and outlier detection under the common principal components model: A robust approach
Autor:Boente, G.; Pires, A.M.; Rodrigues, I.M.
Filiación:Conicet, Departamento de Matemática, Ciudad Universitaria, Pabellón 1, Buenos Aires, C1428EHA, Argentina
Departamento de Matemática, Instituto Superior Técnico, Av. Rovisco Pais, 1049-001 Lisboa, Portugal
Palabras clave:Asymptotic variance; Common principal components; Partial influence function; Projectionpursuit; Robust estimation; Robust scatter matrix
Año:2002
Volumen:89
Número:4
Página de inicio:861
Página de fin:875
DOI: http://dx.doi.org/10.1093/biomet/89.4.861
Título revista:Biometrika
Título revista abreviado:Biometrika
ISSN:00063444
CODEN:BIOKA
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00063444_v89_n4_p861_Boente

Referencias:

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Citas:

---------- APA ----------
Boente, G., Pires, A.M. & Rodrigues, I.M. (2002) . Influence functions and outlier detection under the common principal components model: A robust approach. Biometrika, 89(4), 861-875.
http://dx.doi.org/10.1093/biomet/89.4.861
---------- CHICAGO ----------
Boente, G., Pires, A.M., Rodrigues, I.M. "Influence functions and outlier detection under the common principal components model: A robust approach" . Biometrika 89, no. 4 (2002) : 861-875.
http://dx.doi.org/10.1093/biomet/89.4.861
---------- MLA ----------
Boente, G., Pires, A.M., Rodrigues, I.M. "Influence functions and outlier detection under the common principal components model: A robust approach" . Biometrika, vol. 89, no. 4, 2002, pp. 861-875.
http://dx.doi.org/10.1093/biomet/89.4.861
---------- VANCOUVER ----------
Boente, G., Pires, A.M., Rodrigues, I.M. Influence functions and outlier detection under the common principal components model: A robust approach. Biometrika. 2002;89(4):861-875.
http://dx.doi.org/10.1093/biomet/89.4.861