Sensitivity of principal Hessian direction analysis

Details Sensitivity of principal Hessian direction analysis Sensitivity of principal Hessian direction analysis

2007-06-11

arxiv.org/abs/0706.1408v1

Electronic Journal of Statistics 2007, Vol. 1, 253-267

Statistics

Methodology

Published at http://dx.doi.org/10.1214/07-EJS064 in the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by t

Scientific paper

10.1214/07-EJS064

We provide sensitivity comparisons for two competing versions of the dimension reduction method principal Hessian directions (pHd). These comparisons consider the effects of small perturbations on the estimation of the dimension reduction subspace via the influence function. We show that the two versions of pHd can behave completely differently in the presence of certain observational types. Our results also provide evidence that outliers in the traditional sense may or may not be highly influential in practice. Since influential observations may lurk within otherwise typical data, we consider the influence function in the empirical setting for the efficient detection of influential observations in practice.

Affiliated with

Also associated with

No associations

Rating

Sensitivity of principal Hessian direction analysis does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Sensitivity of principal Hessian direction analysis, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Sensitivity of principal Hessian direction analysis will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-178996