Artículos de revistas
Robust functional principal components: A projection-pursuit approach
Fecha
2011-12Registro en:
Bali, Juan Lucas; Boente Boente, Graciela Lina; Tyler, David E.; Wang, Jane Ling; Robust functional principal components: A projection-pursuit approach; Inst Mathematical Statistics; Annals Of Statistics, The; 39; 6; 12-2011; 2852-2882
0090-5364
Autor
Bali, Juan Lucas
Boente Boente, Graciela Lina
Tyler, David E.
Wang, Jane Ling
Resumen
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 projection pursuit approach to the functional data setting. Our approach combines robust projection-pursuit with different smoothing methods. Consistency of the estimators are shown under mild assumptions. The performance of the classical and robust procedures are compared in a simulation study under different contamination schemes.