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Article
Fitting multiplicative models by robust alternating regressions
In this paper a robust approach for fitting multiplicative models is presented. Focus is on the factor analysis model, where we will estimate factor loadings and scores by a robust alternating regression algor...
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Chapter and Conference Paper
Robust PCA for High-dimensional Data
Principal component analysis (PCA) is a well-known technique for dimension reduction. Classical PCA is based on the empirical mean and covariance matrix of the data, and hence is strongly affected by outlying ...
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Chapter and Conference Paper
A Robust Hotelling Test
Hotelling’s T2 statistic is an important tool for inference about the center of a multivariate normal population. However, hypothesis tests and confidence intervals based on this statistic can be adversely affect...