Sign and rank covariance matrices: statistical properties and application to prinpical camponents analysis

Esa Ollila, Hannu Oja

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publication4th International Conference on Statistical Data Analysis Based on the L1-norm and related methods, Neuchatel Switzerland, 4.-9. August 2002
Pages257-269
Publication statusPublished - 2002
MoE publication typeA4 Article in a conference publication

Keywords

  • Efficiency
  • Principal Component Analysis
  • Robust Statistics

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