Invariant co‐ordinate selection
By David E. Tyler, Frank Critchley, Lutz Dümbgen, Hannu Oja. 2009
133 citations recorded by the source corpus.
Subfields: Analytical Chemistry, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/7017d290c912b0829a4f4353fb1be1beb9b42e7d
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Analytical Chemistry
In Management Science and Operations Research
- Robert Serfling
- Klaus Nordhausen
- Hendrik P. Lopuhaä
- Ying Wei
- Taha B. M. J. Ouarda
- Fateh Chebana
- M. Chris Jones
- Yijun Zuo
In Statistics and Probability
- Robert Serfling
- Hendrik P. Lopuhaä
- Eric A. Cator
- Klaus Nordhausen
- David E. Tyler
- Vytaras Brazauskas
- Ricardas Zitikis
- B. Jones
Citations in the corpus
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions (2009, background): “These estimators, in particular the covariance estimator, also serve as robust plug-ins in other multivariate statistical techniques, such as principal component analysis [6, 21], multivariate linear regression [1, 20], discriminant analysis [11], factor analysis [16], canonical correlations [22, 25”
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation (2010, methodology): “For Y = AX + b and y = Ax + b with any nonsingular A and any b, and using (33), we have T (D(FY )y, FD(FY )Y ) = T (D(FY )Ax, FD(FY )AX) = T (k3D(FX)x, Fk3D(FX)X) = T (D(FX)x, FD(FX)X)”
- A cautionary note on robust covariance plug-in methods (2014, background): “As noted in Tyler et al. (2009), if more assumptions on the distribution ofx other than just independence are made, then unsymmetrized scatter matrices can also yield zero pseudo-correlations.”