Robust Multivariate Methods: The Projection Pursuit Approach

Abstract

Projection pursuit was originally introduced to identify structures in multivariate data clouds (Huber, 1985). The idea of projecting data to a lowdimensional subspace can also be applied to multivariate statistical methods. The robustness of the methods can be achieved by applying robust estimators to the lower-dimensional space. Robust estimation in high… (More)
DOI: 10.1007/3-540-31314-1_32

3 Figures and Tables

Topics

  • Presentations referencing similar topics