Confronta i metodi

	Analisi Fattoriale Robusta	Diagnostica di Influenza (Distanza di Cook, DFFITS, Leva)	Stima Robusta della Covarianza (MCD)
Campo	Statistica	Statistica	Statistica
Famiglia	Regression model	Regression model	Regression model
Anno di origine	2003	1977	1999
Ideatore	Pison, Rousseeuw, Filzmoser & Croux	R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)	Rousseeuw; Rousseeuw & Van Driessen (Fast-MCD)
Tipo	Robust latent-factor model	Regression diagnostic	Robust multivariate location-scatter estimator
Fonte seminale	Pison, G., Rousseeuw, P. J., Filzmoser, P., & Croux, C. (2003). Robust factor analysis. Journal of Multivariate Analysis, 84(1), 145-172.	Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18.	Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223.
Alias	robust factor analysis, outlier-resistant factor analysis, MCD-based factor analysis, Robust Faktör Analizi	Cook's distance, DFFITS, leverage, influential observation detection	minimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD)
Correlati	5	5	4
Sintesi	Robust Factor Analysis recovers the latent factor structure of multivariate continuous data while resisting the distorting pull of outliers. Introduced by Pison, Rousseeuw, Filzmoser and Croux (2003), it replaces the classical sample covariance with a robust estimator such as the Minimum Covariance Determinant (MCD) or an S-estimator before extracting factors.	Influence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients.	Robust Covariance via the Minimum Covariance Determinant (MCD) estimates a multivariate mean vector and covariance matrix that are not distorted by outliers. It was made practical by the Fast-MCD algorithm of Rousseeuw and Van Driessen (1999), building on Rousseeuw's earlier work on robust estimation.