Artículo

Boente, G.; Salibian-Barrera, M. "S-Estimators for Functional Principal Component Analysis" (2015) Journal of the American Statistical Association. 110(511):1100-1111
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Abstract:

Principal component analysis is a widely used technique that provides an optimal lower-dimensional approximation to multivariate or functional datasets. These approximations can be very useful in identifying potential outliers among high-dimensional or functional observations. In this article, we propose a new class of estimators for principal components based on robust scale estimators. For a fixed dimension q, we robustly estimate the q-dimensional linear space that provides the best prediction for the data, in the sense of minimizing the sum of robust scale estimators of the coordinates of the residuals. We also study an extension to the infinite-dimensional case. Our method is consistent for elliptical random vectors, and is Fisher consistent for elliptically distributed random elements on arbitrary Hilbert spaces. Numerical experiments show that our proposal is highly competitive when compared with other methods. We illustrate our approach on a real dataset, where the robust estimator discovers atypical observations that would have been missed otherwise. Supplementary materials for this article are available online. © 2015, © American Statistical Association.

Registro:

Documento: Artículo
Título:S-Estimators for Functional Principal Component Analysis
Autor:Boente, G.; Salibian-Barrera, M.
Filiación:Universidad de Buenos Aires, CiudadUniversitaria, Pabellón 1, Buenos Aires, 1428, Argentina
Department of Statistics, University of British Columbia, 3182 Earth Sciences Building, 22007 Main Mall, Vancouver, BC V6T 1Z4, Canada
Palabras clave:Functional data analysis; Robust estimation; Sparse data
Año:2015
Volumen:110
Número:511
Página de inicio:1100
Página de fin:1111
DOI: http://dx.doi.org/10.1080/01621459.2014.946991
Título revista:Journal of the American Statistical Association
Título revista abreviado:J. Am. Stat. Assoc.
ISSN:01621459
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01621459_v110_n511_p1100_Boente

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Citas:

---------- APA ----------
Boente, G. & Salibian-Barrera, M. (2015) . S-Estimators for Functional Principal Component Analysis. Journal of the American Statistical Association, 110(511), 1100-1111.
http://dx.doi.org/10.1080/01621459.2014.946991
---------- CHICAGO ----------
Boente, G., Salibian-Barrera, M. "S-Estimators for Functional Principal Component Analysis" . Journal of the American Statistical Association 110, no. 511 (2015) : 1100-1111.
http://dx.doi.org/10.1080/01621459.2014.946991
---------- MLA ----------
Boente, G., Salibian-Barrera, M. "S-Estimators for Functional Principal Component Analysis" . Journal of the American Statistical Association, vol. 110, no. 511, 2015, pp. 1100-1111.
http://dx.doi.org/10.1080/01621459.2014.946991
---------- VANCOUVER ----------
Boente, G., Salibian-Barrera, M. S-Estimators for Functional Principal Component Analysis. J. Am. Stat. Assoc. 2015;110(511):1100-1111.
http://dx.doi.org/10.1080/01621459.2014.946991