The common principal components model for several groups of multivariate observations assumes equal principal axes among the groups. Robust estimators can be defined replacing the sample variance by a robust dispersion ...

We generalize to functional data, the approach given by Croux and Ruiz-Gazen (1996) to compute robust projection-pursuit principal direction estimators, allowing also for smoothness in the estimators. Consistency of the ...

The analysis and interpretation of datasets with large number of features and few examples has remained as a challenging problem in the scientific community, owing to the difficulties associated with the curse-of-the-dim ...

In many situations, data are recorded over a period of time and may be regarded as realizations of a stochastic process. In this paper, robust estimators for the principal components are considered by adapting the ...

When dealing with several populations of functional data, equality of the covariance operators is often assumed even when seeking for a lower-dimensional approximation to the data. Usually, if this assumption does not hold, ...

The purpose of this paper is to classify and characterize 64 banks, active as of 2010 inArgentina, by means of robust techniques used on information gathered during the period 2001-2010. Based on the strategy criteria ...