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References

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CRONE, L.J., CROSBY, D.S. (1995): Statistical applications of a metric on subspaces to satellite meteorology. Technometrics, 37, 324-328.

2
CROUX, C., HAESBROECK, G. (1999): Principal component analysis based on robust estimators of the covariance and correlation matrix: Influence function and efficiencies. Biometrika, 87, 603-618.

3
DAVIES, P.L. (1987): Asymptotic behavior of S-estimates of multivariate location parameters and dispersion matrices. Ann. Statist., 15, 1269-1292.

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HAMPEL, F.R., RONCHETTI, E.M., ROUSSEEUW, P.J., STAHEL, W.A. (1986): Robust Statistics: The Approach Based on Influence Functions. Wiley, New York.

5
HUBER, P.J. (1981): Robust Statistics. Wiley, New York.

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LOPUHAä, H.P. (1989): On the realtion between S-estimators and M-estimators of multivariate location and scatter. Ann. Statist., 17, 1662-1683.

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MARONNA, R.A. (1976): Robust M-estimators of multivariate location and scatter. Ann. Statist., 4, 51-76.

8
OLLILA, E., HETTMANSPERGER, T.P., OJA, H. (2002): Affine equivariant multivariate sign methods, Submitted.


Pasi Koikkalainen
Fri Oct 18 19:03:41 EET DST 2002