{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,26]],"date-time":"2025-03-26T01:20:50Z","timestamp":1742952050002,"version":"3.40.3"},"publisher-location":"Heidelberg","reference-count":13,"publisher":"Physica-Verlag HD","isbn-type":[{"type":"print","value":"9783790826036"},{"type":"electronic","value":"9783790826043"}],"license":[{"start":{"date-parts":[[2010,1,1]],"date-time":"2010-01-01T00:00:00Z","timestamp":1262304000000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2010,1,1]],"date-time":"2010-01-01T00:00:00Z","timestamp":1262304000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2010]]},"DOI":"10.1007\/978-3-7908-2604-3_59","type":"book-chapter","created":{"date-parts":[[2010,11,8]],"date-time":"2010-11-08T10:41:11Z","timestamp":1289212871000},"page":"573-580","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":5,"title":["Robust Principal Component Analysis Based on Pairwise Correlation Estimators"],"prefix":"10.1007","author":[{"given":"Stefan","family":"Van Aelst","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ellen","family":"Vandervieren","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Gert","family":"Willems","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2010,9,30]]},"reference":[{"key":"59_CR1","first-page":"14","volume-title":"Scalable Robust Covariance and Correlation Estimates for Data Mining","author":"F.A. Alqallaf","year":"2002","unstructured":"ALQALLAF, F.A., KONIS, K.P., MARTIN, R.D. and ZAMAR, R.H. (2002): Scalable Robust Covariance and Correlation Estimates for Data Mining. In: Proceedings of the Eighth ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. Session: Statistical Methods I. Edmonton, Alberta, Canada, 14-23."},{"key":"59_CR2","doi-asserted-by":"publisher","first-page":"311","DOI":"10.1214\/07-AOS588","volume":"37","author":"F. Alqallaf","year":"2009","unstructured":"ALQALLAF, F., VAN AELST, S., YOHAI, V.J. and ZAMAR, R.H. (2009): Propagation of Outliers in Multivariate Data. Annals of Statistics 37, 311-331.","journal-title":"Annals of Statistics"},{"key":"59_CR3","doi-asserted-by":"crossref","DOI":"10.1007\/978-0-387-21840-3","volume-title":"Exploring Multivariate Data With the Forward Search","author":"A.C. Atkinson","year":"2004","unstructured":"ATKINSON, A.C., RIANI, M. and CERIOLI, A. (2004): Exploring Multivariate Data With the Forward Search. Springer Verlag, New York."},{"key":"59_CR4","doi-asserted-by":"publisher","first-page":"603","DOI":"10.1093\/biomet\/87.3.603","volume":"87","author":"C. Croux","year":"2000","unstructured":"CROUX, C. and HAESBROECK, G. (2000): Principal Components Analysis based on Robust Estimators of the Covariance or Correlation Matrix: Influence Functions and Efficiencies. Biometrika 87, 603-618.","journal-title":"Biometrika"},{"key":"59_CR5","doi-asserted-by":"publisher","first-page":"206","DOI":"10.1016\/j.jmva.2004.08.002","volume":"95","author":"C. Croux","year":"2000","unstructured":"CROUX, C. and RUIZ-GAZEN, A. (2000): High Breakdown Estimators for Principal Components: the Projection-Pursuit Approach Revisited. Journal of Multivariate Analysis 95, 206-226.","journal-title":"Journal of Multivariate Analysis"},{"key":"59_CR6","doi-asserted-by":"publisher","first-page":"81","DOI":"10.2307\/2528963","volume":"28","author":"R. Gnanadesikan","year":"1972","unstructured":"GNANADESIKAN, R. and KETTENRING, J.R. (1972): Robust Estimates, Residuals and Outlier Detection With Multiresponse Data. Biometrics 28, 81-124.","journal-title":"Biometrics"},{"key":"59_CR7","doi-asserted-by":"publisher","first-page":"64","DOI":"10.1198\/004017004000000563","volume":"47","author":"M. Hubert","year":"2005","unstructured":"HUBERT, M., ROUSSEEUW, P.J. and VANDEN BRANDEN, K. (2005): ROBPCA: a New Approach to Robust Principal Component Analysis. Technometrics 47, 64-79.","journal-title":"Technometrics"},{"issue":"12","key":"59_CR8","doi-asserted-by":"publisher","first-page":"1289","DOI":"10.1198\/016214507000000950","volume":"102","author":"J.A. Khan","year":"2007","unstructured":"KHAN, J.A., VAN AELST, S. and ZAMAR, R.H. (2007): Robust Linear Model Selection Based on Least Angle Regression. Journal of the American Statistical Association 102 (12), 1289-1299.","journal-title":"Journal of the American Statistical Association"},{"key":"59_CR9","doi-asserted-by":"publisher","DOI":"10.1002\/0470010940","volume-title":"Robust Statistics: Theory and Methods","author":"R.A. Maronna","year":"2006","unstructured":"MARONNA, R.A., MARTIN, D.R. and YOHAI, V.J. (2006): Robust Statistics: Theory and Methods. John Wiley and Sons, New York."},{"issue":"4","key":"59_CR10","doi-asserted-by":"publisher","first-page":"307","DOI":"10.1198\/004017002188618509","volume":"44","author":"R.A. Maronna","year":"2002","unstructured":"MARONNA, R.A. and ZAMAR, R.H. (2002): Robust Estimates of Location and Dispersion for High-Dimensional Datasets. Technometrics 44 (4), 307-317.","journal-title":"Technometrics"},{"key":"59_CR11","unstructured":"ROUSSEEUW, P.J. and CROUX, C. (1992): Explicit Scale Estimators with High Breakdown Point. In: Y. Dodge (Ed.): L 1-Statistical Analysis and Related Methods. Amsterdam: North-Holland, 77-92."},{"key":"59_CR12","doi-asserted-by":"publisher","first-page":"1198","DOI":"10.1198\/016214506000000096","volume":"101","author":"M. Salibian-Barrera","year":"2006","unstructured":"SALIBIAN-BARRERA, M., VAN AELST, S. and WILLEMS, G. (2006): PCA Based on Multivariate MM-estimators with Fast and Robust Bootstrap. Journal of the American Statistical Association 101, 1198-1211.","journal-title":"Journal of the American Statistical Association"},{"key":"59_CR13","first-page":"403","volume":"86","author":"V.J. Yohai","year":"1988","unstructured":"YOHAI, V.J. and ZAMAR, R. (1988): High Breakdown Point Estimates of Regression by Means of the Minimization of an Efficient Scale. Journal of the American Statistical Association 86, 403-413.","journal-title":"Journal of the American Statistical Association"}],"container-title":["Proceedings of COMPSTAT'2010"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-7908-2604-3_59","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,2,1]],"date-time":"2023-02-01T16:54:04Z","timestamp":1675270444000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-7908-2604-3_59"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010]]},"ISBN":["9783790826036","9783790826043"],"references-count":13,"URL":"https:\/\/doi.org\/10.1007\/978-3-7908-2604-3_59","relation":{},"subject":[],"published":{"date-parts":[[2010]]},"assertion":[{"value":"30 September 2010","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}}]}}