دورية أكاديمية

Influence function of projection-pursuit principal components for functional data.

التفاصيل البيبلوغرافية
العنوان: Influence function of projection-pursuit principal components for functional data.
المؤلفون: Bali, Juan Lucas1 lbali@dm.uba.ar, Boente, Graciela1 gboente@fibertel.com.ar
المصدر: Journal of Multivariate Analysis. Jan2015, Vol. 133, p173-199. 27p.
مصطلحات موضوعية: *PRINCIPAL components analysis, *FUNCTIONAL analysis, *DATA analysis, *GENERALIZATION, *MATHEMATICAL analysis, *SMOOTHNESS of functions
مستخلص: In the finite-dimensional setting, Li and Chen (1985) proposed a method for principal components analysis using projection-pursuit techniques. This procedure was generalized to the functional setting by Bali et al. (2011), where also different penalized estimators were defined to provide smooth functional robust principal component estimators. This paper completes their study by deriving the influence function of the functional related to the principal direction estimators and their size. As is well known, the influence function is a measure of robustness which can also be used for diagnostic purposes. In this sense, the obtained results can be helpful for detecting influential observations for the principal directions. [ABSTRACT FROM AUTHOR]
قاعدة البيانات: Academic Search Index
الوصف
تدمد:0047259X
DOI:10.1016/j.jmva.2014.09.004