Brooks, J.P.; Dulá, J.H.; Boone, E.L. - In: Computational Statistics & Data Analysis 61 (2013) C, pp. 83-98
The L1 norm has been applied in numerous variations of principal component analysis (PCA). An L1-norm PCA is an attractive alternative to traditional L2-based PCA because it can impart robustness in the presence of outliers and is indicated for models where standard Gaussian assumptions about...