Publication
Title
Principal component regression for data containing outliers and missing elements
Author
Abstract
A methodology is presented to construct an expectation robust algorithm for principal component regression. The presented method is the first multivariate regression method which can resist outliers and which can cope with missing elements in the data simultaneously. Simulations and an example illustrate the good statistical properties of the method.
Language
English
Source (journal)
Computational statistics and data analysis. - Amsterdam
Publication
Amsterdam : 2009
ISSN
0167-9473
Volume/pages
53:11(2009), p. 3855-3863
ISI
000267505600012
Full text (Publisher's DOI)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 26.08.2009
Last edited 01.11.2017
To cite this reference