Article ID Journal Published Year Pages File Type
416527 Computational Statistics & Data Analysis 2009 9 Pages PDF
Abstract

A methodology is presented to construct an expectation robust algorithm for principal component regression. The presented method is the first multivariate regression method which can resist outliers and which can cope with missing elements in the data simultaneously. Simulations and an example illustrate the good statistical properties of the method.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
Preview
Principal component regression for data containing outliers and missing elements
Authors
, ,