Abstract:
When dealing with multivariate data robust principal component analysis (PCA), like classical PCA, searches for directions with maximal dispersion of the data projected on it. Instead of using the variance as a measure of dispersion, a robust scale estimator sn may be used in the maximization problem. In this paper, we review some of the proposed approaches to robust functional PCA including one which adapts the projection pursuit approach to the functional data setting. © 2014, Springer International Publishing Switzerland.
Registro:
Documento: |
Artículo
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Título: | Robust functional principal component analysis |
Autor: | Bali, J.L.; Boente, G. |
Filiación: | Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and CONICET, Buenos Aires, Argentina
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Palabras clave: | Covariance Operator; Functional Data Analysis; Principal Direction; Robust Estimator; Schmidt Operator |
Año: | 2014
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Página de inicio: | 41
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Página de fin: | 54
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DOI: |
http://dx.doi.org/10.1007/978-3-319-05323-3_4 |
Título revista: | Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
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Título revista abreviado: | Stud. Theo. Appl. Stat. Sel. Papers Stat. Soc.
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ISSN: | 21947767
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_21947767_v_n_p41_Bali |
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Citas:
---------- APA ----------
Bali, J.L. & Boente, G.
(2014)
. Robust functional principal component analysis. Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, 41-54.
http://dx.doi.org/10.1007/978-3-319-05323-3_4---------- CHICAGO ----------
Bali, J.L., Boente, G.
"Robust functional principal component analysis"
. Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
(2014) : 41-54.
http://dx.doi.org/10.1007/978-3-319-05323-3_4---------- MLA ----------
Bali, J.L., Boente, G.
"Robust functional principal component analysis"
. Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, 2014, pp. 41-54.
http://dx.doi.org/10.1007/978-3-319-05323-3_4---------- VANCOUVER ----------
Bali, J.L., Boente, G. Robust functional principal component analysis. Stud. Theo. Appl. Stat. Sel. Papers Stat. Soc. 2014:41-54.
http://dx.doi.org/10.1007/978-3-319-05323-3_4