PROJECTION-PURSUIT APPROACH TO ROBUST DISPERSION MATRICES AND PRINCIPAL COMPONENTS - PRIMARY THEORY AND MONTE-CARLO

被引：186

作者：

LI, GY ^{[1
]}

CHEN, ZL ^{[1
]}

机构：

[1] HARVARD UNIV,DEPT STAT,CAMBRIDGE,MA 02138

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1985年 / 80卷 / 391期

关键词：

D O I：

10.2307/2288497

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：759 / 766

页数：8

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[3] ROBUST ESTIMATION OF DISPERSION MATRICES AND PRINCIPAL COMPONENTS [J].

DEVLIN, SJ ;

GNANADESIKAN, R ;

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[4] PROJECTION PURSUIT ALGORITHM FOR EXPLORATORY DATA-ANALYSIS [J].

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TUKEY, JW .

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[6] ROBUST ESTIMATES, RESIDUALS, AND OUTLIER DETECTION WITH MULTIRESPONSE DATA [J].

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KETTENRING, JR .

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[7] GENERAL QUALITATIVE DEFINITION OF ROBUSTNESS [J].

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[8]

Huber P. J., 1977, STATISTICAL DECISION, VII, P165

[9]

HUBER PJ, ANN STATISTICS, V13

[10]

Huber PJ., 1981, ROBUST STATISTICS

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