A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
نویسندگان
چکیده
منابع مشابه
A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
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 accu...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2008
ISSN: 1935-7524
DOI: 10.1214/08-ejs201