| Abstract: | This paper introduces a robust biplot which is related to multivariate M-estimates. The n × p data matrix is first considered as a sample of size n from some p-variate population, and robust M-estimates of the population location vector and scatter matrix are calculated. In the construction of the biplot, each row of the data matrix is assigned a weight determined in the preliminary robust estimation. In a robust biplot, one can plot the variables in order to represent characteristics of the robust variance-covariance matrix: the length of the vector representing a variable is proportional to its robust standard deviation, while the cosine of the angle between two variables is approximately equal to their robust correlation. The proposed biplot also permits a meaningful representation of the variables in a robust principal-component analysis. The discrepancies between least-squares and robust biplots are illustrated in an example. |
