Robust functional principal components: a projection-pursuit approach
From MaRDI portal
(Redirected from Publication:449971)
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.
Recommendations
- Robust functional principal component analysis
- Robust functional regression based on principal components
- Influence function of projection-pursuit principal components for functional data
- Consistency of a numerical approximation to the first principal component projection pursuit estimator
- Robust functional estimation using the median and spherical principal components
Cites work
- scientific article; zbMATH DE number 3135389 (Why is no real title available?)
- scientific article; zbMATH DE number 469335 (Why is no real title available?)
- scientific article; zbMATH DE number 1113912 (Why is no real title available?)
- A General Qualitative Definition of Robustness
- A note on multivariate location and scatter statistics for sparse data sets
- Asymptotic distributions of principal components based on robust dispersions
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Bias robust estimation of scale
- Efficient high-breakdown M-estimators of scale
- Free-Knot Spline Smoothing for Functional Data
- Functional data analysis.
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- Kernel-based functional principal components
- On Properties of Functional Principal Components Analysis
- Penalized Spline Models for Functional Principal Component Analysis
- Principal points and elliptical distributions from the multivariate setting to the functional case
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Properties of principal component methods for functional and longitudinal data analysis
- Robust Statistics
- Robust Statistics
- Robust forecasting of mortality and fertility rates: a functional data approach
- Robust functional estimation using the median and spherical principal components
- Robust functional principal components: a projection-pursuit approach
- Robust principal component analysis for functional data. (With comments)
- Sign and rank covariance matrices
- Smoothed functional principal components analysis by choice of norm
- Some properties of smoothed principal components analysis for functional data
- Some robust estimates of principal components
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
- The L 1 Method for Robust Nonparametric Regression
Cited in
(57)- Robust functional principal component analysis based on a new regression framework
- A characterization of elliptical distributions and some optimality properties of principal components for functional data
- A survey of functional principal component analysis
- Forecasting High-Dimensional Functional Time Series: Application to Sub-National Age-Specific Mortality
- On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
- The spatial sign covariance operator: asymptotic results and applications
- Robust estimation for functional logistic regression models
- Robust depth-based estimation of the functional autoregressive model
- Robust probabilistic classification applicable to irregularly sampled functional data
- Robust functional regression based on principal components
- Robust functional logistic regression
- \(M\)-type smoothing spline estimators for principal functions
- Robust simultaneous inference for the mean function of functional data
- Functional principal component analysis for partially observed elliptical process
- Robust deep neural network estimation for multi-dimensional functional data
- Robust functional principal components for irregularly spaced longitudinal data
- Stable local-smooth principal component pursuit
- Robust estimation of functional factor models with functional pairwise spatial signs
- Resistant estimates for high dimensional and functional data based on random projections
- Robust functional estimation using the median and spherical principal components
- An analysis of David E. Tyler's publication and coauthor network
- Single functional index quantile regression under general dependence structure
- Robust Functional Principal Component Analysis via a Functional Pairwise Spatial Sign Operator
- Robust estimators under a functional common principal components model
- Robust inverse regression for multivariate elliptical functional data
- Bayesian estimation in a high dimensional parameter framework
- Elastic functional principal component regression
- Consistency of a numerical approximation to the first principal component projection pursuit estimator
- A data-adaptive dimension reduction for functional data via penalized low-rank approximation
- Robust functional Cox regression model
- Spatial sign correlation
- Robust functional principal components for sparse longitudinal data
- Influence function of projection-pursuit principal components for functional data
- Robust Function-on-Function Regression
- Robust joint modelling of sparsely observed paired functional data
- Principal component analysis for compositional data vectors
- Robust functional principal component analysis
- Robust inference in functional data analysis using \(S\)-estimators
- Robust principal component functional logistic regression
- Testing for principal component directions under weak identifiability
- Rank estimation for the functional linear model
- Enhancing spatial functional linear regression with robust dimension reduction methods
- Robust nonlinear principal components
- Fast estimation of the median covariation matrix with application to online robust principal components analysis
- Nonlinear functional canonical correlation analysis via distance covariance
- Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: L^p and almost sure rates of convergence
- Robust regularized singular value decomposition with application to mortality data
- Robust functional principal components: a projection-pursuit approach
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- Robust functional principal component analysis for non-Gaussian longitudinal data
- Projection pursuit based tests of normality with functional data
- Some asymptotic theory for Silverman's smoothed functional principal components in an abstract Hilbert space
- M-based simultaneous inference for the mean function of functional data
- Detection of outliers in functional time series
- Robust functional sliced inverse regression
- On weighted multivariate sign functions
- Functional data analysis for density functions by transformation to a Hilbert space
This page was built for publication: Robust functional principal components: a projection-pursuit approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q449971)
