Comparison of principal component analysis biplots based on different robust covariance matrix estimates

dc.contributor.authorAlkan, B. Barış
dc.contributor.authorAtakan, Cemal
dc.date.accessioned2025-03-23T19:16:32Z
dc.date.available2025-03-23T19:16:32Z
dc.date.issued2014
dc.departmentSinop Üniversitesi
dc.description.abstractGraphical approaches are widely used in the examination of multivariate data. The most popular of them is called Biplot. This technique provides an geometric approach that examined the relations between observations and variables in the principal components space with reduced-size. Principal component analysis (PCA) is obtained by covariance (or corelation) matrix. Therefore it is influenced by the presence of outliers. PCA biplot is used for visualization of PCA results. In this study, we compare the performances of PCA biplots based on different robust cavariance matrix estimates on the one real and the artificial data sets. Results indicate that Robust PCA biplot is preferred to instead of Classical PCA biplot in the presence of outliers. © Springer Science+Business Media Dordrecht 2014.
dc.identifier.doi10.1007/978-94-007-7362-2_5
dc.identifier.endpage34
dc.identifier.issn2213-8684
dc.identifier.scopus2-s2.0-85059196313
dc.identifier.scopusqualityN/A
dc.identifier.startpage29
dc.identifier.urihttps://doi.org/10.1007/978-94-007-7362-2_5
dc.identifier.urihttps://hdl.handle.net/11486/4106
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherSpringer
dc.relation.ispartofSpringer Proceedings in Complexity
dc.relation.publicationcategoryKitap Bölümü - Uluslararası
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_Scopus_20250323
dc.subjectArtificial data
dc.subjectCovariance matrix estimate
dc.subjectPrincipal component analysis
dc.subjectPrincipal component analysis result
dc.subjectRobust estimator
dc.titleComparison of principal component analysis biplots based on different robust covariance matrix estimates
dc.typeBook Part

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