论文信息 - Influence in principal components analysis

Influence in principal components analysis

SUMMARY In linear regression, the theoretical influence function and the various sample versions of it have an established place as diagnostic tools. These same functions are developed here to provide methods for the detection of influential observations in principal components analysis. The perturbation theory of real symmetric matrices unifies this development. Some interesting points of contrast with the regression case are noted and explained theoretically.

F. Critchley

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