Review of robust multivariate statistical methods in high dimension

Authors
Peter Filzmoser and Valentin Todorov
Published
2011
DOI
10.1016/j.aca.2011.03.055
Citation
Filzmoser and Todorov: "Review of robust multivariate statistical methods in high dimension", Analytica Chimica Acta, 705, 2-14, 2011.
Abstract
General ideas of robust statistics, and specifically robust statistical methods for calibration and dimension reduction are discussed. The emphasis is on analyzing high-dimensional data. The discussed methods are applied using the packages chemometrics and rrcov of the statistical software environment R. It is demonstrated how the functions can be applied to real high-dimensional data from chemometrics, and how the results can be interpreted.
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