Robust functional principal components: A projection-pursuit approach
Statistics Theory
2012-03-12 v1 Statistics Theory
Abstract
In many situations, data are recorded over a period of time and may be regarded as realizations of a stochastic process. In this paper, robust estimators for the principal components are considered by adapting the projection pursuit approach to the functional data setting. Our approach combines robust projection-pursuit with different smoothing methods. Consistency of the estimators are shown under mild assumptions. The performance of the classical and robust procedures are compared in a simulation study under different contamination schemes.
Cite
@article{arxiv.1203.2027,
title = {Robust functional principal components: A projection-pursuit approach},
author = {Juan Lucas Bali and Graciela Boente and David E. Tyler and Jane-Ling Wang},
journal= {arXiv preprint arXiv:1203.2027},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.1214/11-AOS923 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)