A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
| dc.creator | Prendergast, Luke A. | |
| dc.date | 2008-03-04 | |
| dc.date | 2008-06-26 | |
| dc.date.accessioned | 2026-07-07T12:17:25Z | |
| dc.date.available | 2026-07-07T12:17:25Z | |
| dc.description | In this paper we introduce an influence measure based on second order expansion of the RV and GCD measures for the comparison between unperturbed and perturbed eigenvectors of a symmetric matrix estimator. Example estimators are considered to highlight how this measure compliments recent influence analysis. Importantly, we also show how a sample based version of this measure can be used to accurately and efficiently detect influential observations in practice. | |
| dc.description | Published in at http://dx.doi.org/10.1214/08-EJS201 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0803.0402 | |
| dc.identifier | http://arxiv.org/abs/0803.0402 | |
| dc.identifier | Electronic Journal of Statistics 2008, Vol. 2, 454-467 | |
| dc.identifier | doi:10.1214/08-EJS201 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/212073 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62F35 (Primary) 62H12 (Secondary) | |
| dc.title | A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions | |
| dc.type | text |