Robust functional principal components: A projection-pursuit approach

JUAN LUCAS BALI; GRACIELA BOENTE; DAVID TYLER; JANE-LING WANG

ANNALS OF STATISTICS, THE

INST MATHEMATICAL STATISTICS

Año: 2011 vol. 39 p. 2852 - 2882

0090-5364

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.