Resistant estimates for high dimensional and functional data based on random projections
Methodology
2023-12-29 v3
Abstract
We herein propose a new robust estimation method based on random projections that is adaptive and, automatically produces a robust estimate, while enabling easy computations for high or infinite dimensional data. Under some restricted contamination models, the procedure is robust and attains full efficiency. We tested the method using both simulated and real data.
Cite
@article{arxiv.1106.2442,
title = {Resistant estimates for high dimensional and functional data based on random projections},
author = {Ricardo Fraiman and Marcela Svarc},
journal= {arXiv preprint arXiv:1106.2442},
year = {2023}
}
Comments
24 pages, 6 figures