ASYMPTOTIC THEORY FOR ROBUST PRINCIPAL COMPONENTS

被引：10

作者：

BOENTE, G ^{[1
]}

机构：

[1] CONSEJO NACL INVEST CIENT & TECN, BUENOS AIRES, ARGENTINA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1987年 / 21卷 / 01期

关键词：

D O I：

10.1016/0047-259X(87)90099-6

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：67 / 78

页数：12

共 10 条

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[2]

[Anonymous], 1958, An introduction to multivariate statistical analysis

[3]

BOENTE G, 1981, UNPUB OPTIMAL PROPER

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

DEVLIN, SJ ;

GNANADESIKAN, R ;

KETTENRING, JR .

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[5] ASYMPTOTIC DISTRIBUTIONS OF FUNCTIONS OF THE EIGENVALUES OF SOME RANDOM MATRICES FOR NON-NORMAL POPULATIONS [J].

FANG, C ;

KRISHNAIAH, PR .

JOURNAL OF MULTIVARIATE ANALYSIS, 1982, 12 (01) :39-63

[6]

Hampel F. R., 1968, Contributions to the Theory of Robust

[7] INFLUENCE CURVE AND ITS ROLE IN ROBUST ESTIMATION [J].

HAMPEL, FR .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (346) :383-393

[8]

KRASKER WS, 1978, UNPUB ESTIMATION LIN

[9] ROBUST M-ESTIMATORS OF MULTIVARIATE LOCATION AND SCATTER [J].

MARONNA, RA .

ANNALS OF STATISTICS, 1976, 4 (01) :51-67

[10] THE ASYMPTOTIC-DISTRIBUTION OF PRINCIPAL COMPONENT ROOTS UNDER LOCAL ALTERNATIVES TO MULTIPLE ROOTS [J].

TYLER, DE .

ANNALS OF STATISTICS, 1983, 11 (04) :1232-1242

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