Principal points and elliptical distributions from the multivariate setting to the functional case

DOI10.1016/J.SPL.2009.05.016MaRDI QIDQ840809zbMATHOpenAlexFDO

Authors Juan Lucas Bali, Graciela Boente

Publication date 14 September 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.04188

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of functional analysis in probability theory and statistics (46N30)

Abstract: The $k$ principal points of a random vector $mathbfX$ are defined as a set of points which minimize the expected squared distance between $mathbfX$ and the nearest point in the set. They are thoroughly studied in Flury (1990, 1993), Tarpey (1995) and Tarpey, Li and Flury (1995). For their treatment, the examination is usually restricted to the family of elliptical distributions. In this paper, we present an extension of the previous results to the functional elliptical distribution case, i.e., when dealing with random elements over a separable Hilbert space $calH$. Principal points for gaussian processes were defined in Tarpey and Kinateder (2003). In this paper, we generalize the concepts of principal points, self-consistent points and elliptical distributions so as to fit them in this functional framework. Results linking self-consistency and the eigenvectors of the covariance operator are re-obtained in this new setting as well as an explicit formula for the $k=2$ case so as to include elliptically distributed random elements in $calH$.

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• Estimation of Principal Points
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• Principal points and self-consistent points of elliptical distributions
• Principal points and self-consistent points of symmetric multivariate distributions
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Cited in

(21)

• Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families
• The spatial sign covariance operator: asymptotic results and applications
• Consistency of a numerical approximation to the first principal component projection pursuit estimator
• Robust functional principal components: a projection-pursuit approach
• Robust sieve estimators for functional canonical correlation analysis
• Robust estimators under a functional common principal components model
• Functional principal component analysis for partially observed elliptical process
• Principal points analysis via \(p\)-median problem for binary data
• Principal points and self-consistent points of elliptical distributions
• Robust Functional Principal Component Analysis via a Functional Pairwise Spatial Sign Operator
• Extreme points of the \(N\)-dimensional elliptope: application to universal copulas
• A characterization of elliptical distributions and some optimality properties of principal components for functional data
• Principal points and elliptical distributions from the multivariate setting to the functional case
• Principal points for an allometric extension model
• Optimal estimators of principal points for minimizing expected mean squared distance
• Principal points and self-consistent points of symmetric multivariate distributions
• A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions
• Robust functional principal components for sparse longitudinal data
• Principal points of a multivariate mixture distribution
• Robust functional regression based on principal components
• Influence function of projection-pursuit principal components for functional data

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