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Study of the Principal Components Method Modifications Resistance to Abnormal Observations
Authors: Goryainov V.B., Goryainova E.R. | Published: 22.05.2023 |
Published in issue: #2(107)/2023 | |
DOI: 10.18698/1812-3368-2023-2-17-34 | |
Category: Mathematics and Mechanics | Chapter: Computational Mathematics | |
Keywords: principal components method, correlation matrix robust evaluation, MCD estimate, Gnanadesikan --- Ketenring estimate, Olive --- Hawkins estimate, Tukey distribution, bimodal distribution |