A characterization of elliptical distributions and some optimality properties of principal components for functional data

DOI10.1016/j.jmva.2014.07.006zbMath1298.62093OpenAlexW2146555676MaRDI QIDQ406547

Graciela Boente, Matías Salibián Barrera, David E. Tyler

Publication date: 8 September 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.07.006

zbMATH Keywords

elliptical distributionsprincipal componentsfunctional data analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items (13)

Robust functional principal components for sparse longitudinal data ⋮ Two-sample tests for multivariate functional data with applications ⋮ An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations ⋮ Robust estimators under a functional common principal components model ⋮ Functional principal component analysis for partially observed elliptical process ⋮ Consistency of a numerical approximation to the first principal component projection pursuit estimator ⋮ Multivariate analysis of variance for functional data ⋮ Influence function of projection-pursuit principal components for functional data ⋮ Robust sieve estimators for functional canonical correlation analysis ⋮ The spatial sign covariance operator: asymptotic results and applications ⋮ Robust simultaneous inference for the mean function of functional data ⋮ Unnamed Item ⋮ Estimating the conditional distribution in functional regression problems

Uses Software

• fda (R)
• robustbase

Cites Work

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