Sign and Rank Covariance Matrices: Statistical Properties and Application to Principal Components Analysis
By Christophe Croux, Esa Ollila, Hannu Oja. 2002
58 citations recorded by the source corpus.
Subfields: Analytical Chemistry, Geometry and Topology, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/14bd821d2b1a0a979eed6ff9e6c29c93ca6bd003
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In Analytical Chemistry
In Geometry and Topology
In Statistics and Probability
Citations in the corpus
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (2013, background): “It is known (see, for example, Chapter 3 in Bilodeau and Brenner (1999)) that”
- Elliptical graphical modelling (2011, methodology): “)), and thus its use has been proposed for such kind of multivariate analysis that is based on this information only, most notably principal component analysis, (Marden, 1999; Locantore et al., 1999; Croux et al., 2002; Gervini, 2008).”