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Details van artikel 10 van 24 gevonden artikelen
| Titel: |
Influence functions related to eigenvalue problems which appear in multivariate analysis |
| Auteur: |
Tanaka, Yutaka |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 18 (1989) nr. 11 pagina's 3991-4010 |
| Jaar: |
1989 |
| Inhoud: |
Tanaka(1988) derived two influence functions related to an ordinary eigenvalue problem (A-λsI)vs = 0 of a real symmetric matrix A and used them for sensitivity analysis in principal component analysis. One of these influence functions was used to develop sensitivity analysis in factor analysis (see e.g. Tanaka and Odaka, 1988a). The present paper derives some additional influence functions related to an ordinary eigenvalue problem and also several influence functions related to a generalized eigenvalue problem (A-θsA)us = 0, where A and B are real symmetric and real symmetric positive definite matrices, respectively. These influence functions are applicable not only to the case where the eigenvalues of interest are all simple but also to the case where there are some multiple eigenvalues among those of interest. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 10 van 24 gevonden artikelen
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