Robust estimators under a functional common principal components

BALI, JUAN LUCAS; BOENTE, GRACIELA

Tsukuba

Conferencia; 2nd Institute of Mathematical Statistics Asia Paci; 2012

Institute of Mathematical Statistics, International Chinese Statistical Association, Bernouilli Society

During this talk, we will discuss a robust approach to estimate the common directions and their size related to the proposal given by Bali, Boente, Tyler and Wang (2011) for robust functional principal component analysis. If possible, we will present a proposal for testing the hypothesis that the covariance operators of k populations of random objects are equal based on the norm of the difference among estimates of the operators.