Robust functional principal components: a projection-pursuit approach
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Publication:449971
DOI10.1214/11-AOS923zbMATH Open1246.62145arXiv1203.2027MaRDI QIDQ449971FDOQ449971
Jane-Ling Wang, Juan Lucas Bali, Graciela Boente, David E. Tyler
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1203.2027
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Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Factor analysis and principal components; correspondence analysis (62H25)
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Cited In (45)
- Robust functional principal component analysis based on a new regression framework
- A survey of functional principal component analysis
- A characterization of elliptical distributions and some optimality properties of principal components for functional data
- The spatial sign covariance operator: asymptotic results and applications
- On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
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- Elastic functional principal component regression
- Consistency of a numerical approximation to the first principal component projection pursuit estimator
- Spatial sign correlation
- Robust Function-on-Function Regression
- Robust joint modelling of sparsely observed paired functional data
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- Robust functional principal components: a projection-pursuit approach
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- Detection of outliers in functional time series
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- Functional data analysis for density functions by transformation to a Hilbert space
- On weighted multivariate sign functions
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