%0 Journal Article %1 Marden1999349 %A Marden, John I. %D 1999 %J Statistics & Probability Letters %K pca rank robust sign %N 4 %P 349 - 359 %R 10.1016/S0167-7152(98)00272-7 %T Some robust estimates of principal components %U http://www.sciencedirect.com/science/article/B6V1D-3XHH69M-4/2/d56a864aaf1d6c33ec1252ebe548d5e8 %V 43 %X 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.

@article{Marden1999349, abstract = {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.}, added-at = {2010-07-06T11:08:27.000+0200}, author = {Marden, John I.}, biburl = {https://www.bibsonomy.org/bibtex/28718003f31db4929ef79eb8eb45cc39f/vivion}, description = {ScienceDirect - Statistics & Probability Letters : Some robust estimates of principal components}, doi = {10.1016/S0167-7152(98)00272-7}, interhash = {ca013be5c8a88600463b803f5c5cbec6}, intrahash = {8718003f31db4929ef79eb8eb45cc39f}, issn = {0167-7152}, journal = {Statistics & Probability Letters}, keywords = {pca rank robust sign}, number = 4, pages = {349 - 359}, timestamp = {2010-07-06T11:08:27.000+0200}, title = {Some robust estimates of principal components}, url = {http://www.sciencedirect.com/science/article/B6V1D-3XHH69M-4/2/d56a864aaf1d6c33ec1252ebe548d5e8}, volume = 43, year = 1999 }