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

DOI10.1016/J.SPL.2009.05.016zbMATH Open1169.62326arXiv2006.04188OpenAlexW1984177714MaRDI QIDQ840809FDOQ840809

Authors: Juan Lucas Bali, Graciela Boente 

Publication date: 14 September 2009

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

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 $calH$.

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

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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)

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Cited In (21)

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

Uses Software

• fda (R)

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