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
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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
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Palabras clave: | Asymptotic variance; Common principal components; Partial influence function; Projectionpursuit; Robust estimation; Robust scatter matrix |
Año: | 2002
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Volumen: | 89
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Número: | 4
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Página de inicio: | 861
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Página de fin: | 875
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DOI: |
http://dx.doi.org/10.1093/biomet/89.4.861 |
Título revista: | Biometrika
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Título revista abreviado: | Biometrika
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ISSN: | 00063444
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CODEN: | BIOKA
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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