Consistency of a numerical approximation to the first principal component projection pursuit estimator
From MaRDI portal
Publication:467020
DOI10.1016/j.spl.2014.07.019zbMath1305.62132MaRDI QIDQ467020
Graciela Boente, Juan Lucas Bali
Publication date: 3 November 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.07.019
outliers; robust estimation; Fisher-consistency; functional principal components; projection-pursuit
62H25: Factor analysis and principal components; correspondence analysis
62F35: Robustness and adaptive procedures (parametric inference)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- A characterization of elliptical distributions and some optimality properties of principal components for functional data
- Robust functional principal components: a projection-pursuit approach
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Principal points and elliptical distributions from the multivariate setting to the functional case
- Robust forecasting of mortality and fertility rates: a functional data approach
- Robust principal component analysis for functional data. (With comments)
- Kernel-based functional principal components
- A random-projection based test of Gaussianity for stationary processes
- Smoothed functional principal components analysis by choice of norm
- Functional data analysis.
- Properties of principal component methods for functional and longitudinal data analysis
- Functional outlier detection with robust functional principal component analysis
- Robust functional estimation using the median and spherical principal components
- Free-Knot Spline Smoothing for Functional Data
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Penalized Spline Models for Functional Principal Component Analysis
- On Properties of Functional Principal Components Analysis