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Abstract:

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 approximated first principal direction estimator is derived. © 2014 Elsevier B.V.

Registro:

Documento: Artículo
Título:Consistency of a numerical approximation to the first principal component projection pursuit estimator
Autor:Bali, J.L.; Boente, G.
Filiación:Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Argentina
CONICET, Argentina
Palabras clave:Fisher-consistency; Functional principal components; Outliers; Projection-pursuit; Robust estimation
Año:2014
Volumen:94
Página de inicio:181
Página de fin:191
DOI: http://dx.doi.org/10.1016/j.spl.2014.07.019
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_v94_n_p181_Bali

Referencias:

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Citas:

---------- APA ----------
Bali, J.L. & Boente, G. (2014) . Consistency of a numerical approximation to the first principal component projection pursuit estimator. Statistics and Probability Letters, 94, 181-191.
http://dx.doi.org/10.1016/j.spl.2014.07.019
---------- CHICAGO ----------
Bali, J.L., Boente, G. "Consistency of a numerical approximation to the first principal component projection pursuit estimator" . Statistics and Probability Letters 94 (2014) : 181-191.
http://dx.doi.org/10.1016/j.spl.2014.07.019
---------- MLA ----------
Bali, J.L., Boente, G. "Consistency of a numerical approximation to the first principal component projection pursuit estimator" . Statistics and Probability Letters, vol. 94, 2014, pp. 181-191.
http://dx.doi.org/10.1016/j.spl.2014.07.019
---------- VANCOUVER ----------
Bali, J.L., Boente, G. Consistency of a numerical approximation to the first principal component projection pursuit estimator. Stat. Probab. Lett. 2014;94:181-191.
http://dx.doi.org/10.1016/j.spl.2014.07.019