دورية أكاديمية
Robust functional principal components: A projection-pursuit approach
| العنوان: | Robust functional principal components: A projection-pursuit approach |
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| المؤلفون: | Bali, Juan Lucas, Boente, Graciela, Tyler, David E., Wang, Jane-Ling |
| بيانات النشر: | The Institute of Mathematical Statistics |
| سنة النشر: | 2011 |
| المجموعة: | Project Euclid (Cornell University Library) |
| مصطلحات موضوعية: | Fisher-consistency, functional data, method of sieves, penalization, principal component analysis, outliers, robust estimation, 62G35, 62H25, 62G20 |
| الوصف: | 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. |
| نوع الوثيقة: | text |
| وصف الملف: | application/pdf |
| اللغة: | English |
| تدمد: | 0090-5364 2168-8966 |
| العلاقة: | https://projecteuclid.org/euclid.aos/1327413771Test; Ann. Statist. 39, no. 6 (2011), 2852-2882 |
| DOI: | 10.1214/11-AOS923 |
| الإتاحة: | https://doi.org/10.1214/11-AOS923Test https://projecteuclid.org/euclid.aos/1327413771Test |
| حقوق: | Copyright 2011 Institute of Mathematical Statistics |
| رقم الانضمام: | edsbas.CC7A0B36 |
| قاعدة البيانات: | BASE |
Full Text Finder | تدمد: | 00905364 21688966 |
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| DOI: | 10.1214/11-AOS923 |