Consistency of a numerical approximation to the first principal component projection pursuit estimator.

التفاصيل البيبلوغرافية
العنوان: Consistency of a numerical approximation to the first principal component projection pursuit estimator.
المؤلفون: Bali, Juan Lucas1,2 lucasbali@dm.uba.ar, Boente, Graciela1,2 gboente@fibertel.com.ar
المصدر: Statistics & Probability Letters. Nov2014, Vol. 94, p181-191. 11p.
مصطلحات موضوعية: *NUMERICAL analysis, *APPROXIMATION theory, *PRINCIPAL components analysis, *GENERALIZATION, *SMOOTHNESS of functions
مستخلص: We generalize to functional data, the approach given by Croux and Ruiz-Gazen (1996) to compute robust projection-pursuit principal direction estimators, allowing also for smoothness in the estimators. Consistency of the approximated first principal direction estimator is derived. [ABSTRACT FROM AUTHOR]
قاعدة البيانات: Academic Search Index
الوصف
تدمد:01677152
DOI:10.1016/j.spl.2014.07.019