Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
권호 표지

Resistant h-Plot for a Sample Variance-Covariance Matrix

  • Park, Yong-Seok (Department of Statistics, Pusan National University, Pusan 609-735)
  • Published : 1995.12.01
Download PDF
⟨ Previous Next ⟩

Abstract

The h-plot is a graphical technique for displaying the structure of one population's variance-covariance matrix. This follows the mathematical algorithem of the principle component biplot based on the singular value decomposition. But it is known that the singular value decomposition is not resistant, i.e., it is very sensitive to small changes in the input data. In this article, since the mathematical algorithm of the h-plot is equivalent to that of principal component biplot of Choi and Huh (1994), we derive the resistant h-plot.

Keywords

References

  1. Regression Diagnostics: Identifying Influential Data and Sources of Collinearity Belsley,D.;Kuh,E.;Welsch,R.E.
  2. Technometrics v.20 The Biplot as a Diagnostic Tool for Models of Two-Way Tables Bradu,D.;Gabriel,K.R.
  3. Resistant Singular Value Decomposition and its Applications Choi,Y.S.;Huh,M.H.
  4. Biometrics v.32 Graphical Exploration in Comparing Variance Matrices Corsten,L.C.A.;Gabriel,K.R.
  5. Biometrika v.58 The Biplot Graphics Display of Matrices with Applications to Principal Component Analysis Gabriel,K.R.
  6. American Mathematical Monthly v.45 Matrix Approximation and Latent Roots Householder,A.S.;Young,G.
  7. Principal Component Analysis Jolliffe,I.T.
  8. Applied Multivariate Statistical Analysis Johnson,R.A.;Wichern,D.W.
  9. Multivariate Analysis Mardia,K.V.;Kent,J.T.;Bibby,J.M.
  10. Multivariate Observations Seber,G.A.