Influence functions and outlier detection in common principal components model

RODRIGUES, ISABEL; BOENTE, GRACIELA; PIRES, ANA M.

Vorau, Austria

Congreso; International Conference on Robust Statistics (ICORS 2001); 2001

In this talk, partial influence functions are derived for the estimates obtained by plugging in equivariant scatter matrix estimators possessing an influence function, in the equations defining the maximum likelihood estimates, and for those defined through a projection--pursuit approach by using a scale estimator with differentiable influence function. Also, outlier detection measures are discussed.