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dc.contributor.authorTaskinen, Sara
dc.contributor.authorKoch, Inge
dc.contributor.authorOja, Hannu
dc.date.accessioned2012-11-30T12:47:16Z
dc.date.available2012-11-30T12:47:16Z
dc.date.issued2012fi
dc.identifier.citationTaskinen, S., Koch, I., & Oja, H. (2012). Robustifying principal component analysis with spatial sign vectors. <em>Statistics and Probability Letters</em>, 82 (4), 765-774. <a href="http://dx.doi.org/10.1016/j.spl.2012.01.001">doi:10.1016/j.spl.2012.01.001</a>fi
dc.identifier.otherTUTKAID_50580
dc.identifier.urihttps://jyx.jyu.fi/handle/123456789/40497
dc.description.abstractIn this paper, we apply orthogonally equivariant spatial sign covariance matrices as well as their affine equivariant counterparts in principal component analysis. The influence functions and asymptotic covariance matrices of eigenvectors based on robust covariance estimators are derived in order to compare the robustness and efficiency properties. We show in particular that the estimators that use pairwise differences of the observed data have very good efficiency properties, providing practical robust alternatives to classical sample covariance matrix based methods.fi
dc.language.isoeng
dc.publisherElsevier
dc.relation.ispartofseriesStatistics and Probability Letters
dc.subject.otherrobustnessfi
dc.subject.otherAffiinisti ekvivarianttisuus
dc.subject.othertehokkuus
dc.subject.othervaikutusfunktio
dc.subject.otherrobustisuus
dc.subject.otherspatiaalinen merkkivektori
dc.subject.otherAffine equivariance
dc.subject.otherefficiency
dc.subject.otherinfluence function
dc.subject.otherspatial sign vector
dc.titleRobustifying principal component analysis with spatial sign vectors
dc.typeArticle
dc.identifier.urnURN:NBN:fi:jyu-201211293124
dc.contributor.laitosMatematiikan ja tilastotieteen laitosfi
dc.contributor.laitosDepartment of Mathematics and Statisticsen
dc.contributor.oppiaineTilastotiedefi
dc.type.urihttp://purl.org/eprint/type/SubmittedJournalArticle
dc.identifier.doi10.1016/j.spl.2012.01.001
dc.date.updated2012-11-29T10:40:00Z
dc.type.coarjournal article
dc.description.reviewstatuspeerReviewed
dc.format.pagerange765-774
dc.relation.issn0167-7152
dc.relation.numberinseries4
dc.relation.volume82
dc.type.versionsubmittedVersion
dc.rights.copyright© Elsevier. This is a pre-print version of an article whose final and definitive form has been published by Elsevier.
dc.rights.accesslevelopenAccessfi


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