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Robust Factor Analysis

Robust Factor Analysis taastab mitmemuutujaliste pidevate andmete latentse faktori struktuuri, vastupunedes samal ajal "outlierite" moonutavale mõjule. Pisoni, Rousseeuwi, Filzmoseri ja Crouxi (2003) poolt tutvustatud meetod asendab klassikalise valimi kovariantsi robustse estimaatoriga, nagu näiteks "Minimum Covariance Determinant" (MCD) või S-estimaator, enne faktorite ekstraheerimist.

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Allikad

  1. Pison, G., Rousseeuw, P. J., Filzmoser, P., & Croux, C. (2003). Robust factor analysis. Journal of Multivariate Analysis, 84(1), 145-172. DOI: 10.1016/S0047-259X(02)00007-6
  2. Hubert, M., Rousseeuw, P. J., & Vanden Branden, K. (2005). ROBPCA: A new approach to robust principal component analysis. Technometrics, 47(1), 64-79. DOI: 10.1198/004017004000000563

Kuidas sellele lehele viidata

ScholarGate. (2026, June 1). Robust Factor Analysis. ScholarGate. https://scholargate.app/et/statistics/robust-factor-analysis

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ScholarGateRobust Factor Analysis (Robust Factor Analysis). Loetud 2026-06-15 aadressilt https://scholargate.app/et/statistics/robust-factor-analysis · Andmestik: https://doi.org/10.5281/zenodo.20539026