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Abstract:

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 measure. This paper studies the asymptotic distribution of robust projection-pursuit estimators under a common principal components model. © 2009 Elsevier B.V. All rights reserved.

Registro:

Documento: Artículo
Título:On the asymptotic behavior of general projection-pursuit estimators under the common principal components model
Autor:Boente, G.; Molina, J.; Sued, M.
Filiación:Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Argentina
CONICET, Argentina
Año:2010
Volumen:80
Número:3-4
Página de inicio:228
Página de fin:235
DOI: http://dx.doi.org/10.1016/j.spl.2009.10.011
Título revista:Statistics and Probability Letters
Título revista abreviado:Stat. Probab. Lett.
ISSN:01677152
CODEN:SPLTD
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01677152_v80_n3-4_p228_Boente

Referencias:

  • Boente, G., Molina, J., Sued, M., 2009. On the asymptotic behavior of general projection-pursuit estimators under the common principal components model. http://www.ic.fcen.uba.ar/preprints/Boente_Molina_Sued.pdf; Boente, G., Orellana, L., A robust approach to common principal components (2001) Statistics in Genetics and in the Environmental Sciences, pp. 117-147. , Fernholz L.T., Morgenthaler S., and Stahel W. (Eds), Birkhauser, Basel
  • Boente, G., Pires, A.M., Rodrigues, I.M., Influence functions and outlier detection under the common principal components model: A robust approach (2002) Biometrika, 89, pp. 861-875
  • Boente, G., Pires, A.M., Rodrigues, I.M., General projection-pursuit estimators for the common principal components model: Influence funtions and Monte Carlo study (2006) Journal of Multivariate Analysis, 97, pp. 124-147
  • Croux, C., Ruiz-Gazen, A., High breakdown estimators for principal components: The projection-pursuit approach revisited (2005) Journal of Multivariate Analysis, 95, pp. 206-226
  • Cui, H., He, X., Ng, K.W., Asymptotic distribution of principal components based on robust dispersions (2003) Biometrika, 90, pp. 953-966
  • Flury, B.K., Common principal components in k groups (1984) Journal of the American Statistical Association, 79, pp. 892-898
  • Flury, B.K., (1988) Common Principal Components and Related Multivariate Models, , John Wiley, New York
  • Li, G., Chen, Z., Projection-pursuit approach to robust dispersion matrices and principal components: Primary theory and Monte Carlo (1985) Journal of the American Statistical Association, 80, pp. 759-766
  • Pires, A.M., Branco, J., Partial influence functions (2002) Journal of Multivariate Analysis, 83, pp. 458-468
  • Rodrigues, I.M., 2003. Métodos Robustos em Análise de Componentes Principais Comuns. Universidade Técnica de Lisboa. Unpublished Ph.D. Thesis (in Portuguese). Available on: http://www.math.ist.utl.pt/~apires/phd.html; van der Vaart, A., Wellner, J., (1996) Weak Convergence and Empirical Processes. With Applications to Statistics, , Springer, New York

Citas:

---------- APA ----------
Boente, G., Molina, J. & Sued, M. (2010) . On the asymptotic behavior of general projection-pursuit estimators under the common principal components model. Statistics and Probability Letters, 80(3-4), 228-235.
http://dx.doi.org/10.1016/j.spl.2009.10.011
---------- CHICAGO ----------
Boente, G., Molina, J., Sued, M. "On the asymptotic behavior of general projection-pursuit estimators under the common principal components model" . Statistics and Probability Letters 80, no. 3-4 (2010) : 228-235.
http://dx.doi.org/10.1016/j.spl.2009.10.011
---------- MLA ----------
Boente, G., Molina, J., Sued, M. "On the asymptotic behavior of general projection-pursuit estimators under the common principal components model" . Statistics and Probability Letters, vol. 80, no. 3-4, 2010, pp. 228-235.
http://dx.doi.org/10.1016/j.spl.2009.10.011
---------- VANCOUVER ----------
Boente, G., Molina, J., Sued, M. On the asymptotic behavior of general projection-pursuit estimators under the common principal components model. Stat. Probab. Lett. 2010;80(3-4):228-235.
http://dx.doi.org/10.1016/j.spl.2009.10.011