A comparative study of classical and robust principal component analysis in historical multivariate data
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Publisher
AIP Publishing
Link
http://aip.scitation.org/doi/pdf/10.1063/5.0192169
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1. Robust Principal Component Analysis
2. Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
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4. S. S. Abd Mutalib, S. Z. Satari and W. N. S. Wan Yusoff, Comparison of Robust Estimators for Detecting Outliers in Multivariate Datasets. In Journal of Physics: Conference Series, 2021 Jul 1(Vol. 1988, No. 1, p. 012095) IOP Publishing.
5. Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
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