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Abstract:

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. © Institute of Mathematical Statistics, 2011.

Registro:

Documento: Artículo
Título:Robust functional principal components: A projection-pursuit approach
Autor:Bali, J.L.; Boente, G.; Tyler, D.E.; Wang, J.-L.
Filiación:Instituto de Cálculo, Facultad de Ciencias Exactas Y Naturales, Ciudad Universitaria, Pabellón 2, Buenos Aires, 1428, Argentina
Department of Statistics, Hill Center, Rutgers University, Piscataway NJ 08854, United States
Department of Statistics, University of California, Davis, CA 95616, United States
Palabras clave:Fisher-consistency; Functional data; Method of sieves; Outliers; Penalization; Principal component analysis; Robust estimation
Año:2011
Volumen:39
Número:6
Página de inicio:2852
Página de fin:2882
DOI: http://dx.doi.org/10.1214/11-AOS923
Título revista:Annals of Statistics
Título revista abreviado:Ann. Stat.
ISSN:00905364
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00905364_v39_n6_p2852_Bali

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Citas:

---------- APA ----------
Bali, J.L., Boente, G., Tyler, D.E. & Wang, J.-L. (2011) . Robust functional principal components: A projection-pursuit approach. Annals of Statistics, 39(6), 2852-2882.
http://dx.doi.org/10.1214/11-AOS923
---------- CHICAGO ----------
Bali, J.L., Boente, G., Tyler, D.E., Wang, J.-L. "Robust functional principal components: A projection-pursuit approach" . Annals of Statistics 39, no. 6 (2011) : 2852-2882.
http://dx.doi.org/10.1214/11-AOS923
---------- MLA ----------
Bali, J.L., Boente, G., Tyler, D.E., Wang, J.-L. "Robust functional principal components: A projection-pursuit approach" . Annals of Statistics, vol. 39, no. 6, 2011, pp. 2852-2882.
http://dx.doi.org/10.1214/11-AOS923
---------- VANCOUVER ----------
Bali, J.L., Boente, G., Tyler, D.E., Wang, J.-L. Robust functional principal components: A projection-pursuit approach. Ann. Stat. 2011;39(6):2852-2882.
http://dx.doi.org/10.1214/11-AOS923