INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
Robust functional principal components: A projection pursuit approach
Autor/es:
BALI, JUAN LUCAS; BOENTE, GRACIELA; TYLER, DAVID; WANG, JANE-LING
Revista:
ANNALS OF STATISTICS, THE
Editorial:
INST MATHEMATICAL STATISTICS
Referencias:
Año: 2011 vol. 39 p. 2852 - 2882
ISSN:
0090-5364
Resumen:
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.
