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Methods of L1 estimation of a covariance matrix

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  • Galpin, Jacqueline S.
  • Hawkins, Douglas M.

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  • Galpin, Jacqueline S. & Hawkins, Douglas M., 1987. "Methods of L1 estimation of a covariance matrix," Computational Statistics & Data Analysis, Elsevier, vol. 5(4), pages 305-319, September.
    • Handle: RePEc:eee:csdana:v:5:y:1987:i:4:p:305-319
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    Cited by:

    1. Brooks, J.P. & Dulá, J.H. & Boone, E.L., 2013. "A pure L1-norm principal component analysis," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 83-98.
    2. Choulakian, V., 2001. "Robust Q-mode principal component analysis in L1," Computational Statistics & Data Analysis, Elsevier, vol. 37(2), pages 135-150, August.
    3. Choulakian, V., 2006. "L1-norm projection pursuit principal component analysis," Computational Statistics & Data Analysis, Elsevier, vol. 50(6), pages 1441-1451, March.
    4. Choulakian, V. & Allard, J. & Almhana, J., 2006. "Robust centroid method," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 737-746, November.
    5. Choulakian, Vartan, 2005. "Transposition invariant principal component analysis in L1 for long tailed data," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 23-31, January.
    6. Li, Baibing & Martin, Elaine B. & Morris, A. Julian, 2002. "On principal component analysis in L1," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 471-474, September.
    7. Li, Baibing, 2006. "Sign eigenanalysis and its applications to optimization problems and robust statistics," Computational Statistics & Data Analysis, Elsevier, vol. 50(1), pages 154-162, January.

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