INVESTIGADORES
BOENTE BOENTE Graciela Lina
congresos y reuniones científicas
Título:
Robust functional principal component analysis
Autor/es:
BALI, JUAN LUCAS; BOENTE, GRACIELA
Lugar:
Nazare
Reunión:
Congreso; XIX Congreso anual de la Sociedad Portuguesa de Estadistica; 2011
Institución organizadora:
Instituto Nacional de Estatistica, Portugal, CEMAT
Resumen:
When dealing with multivariate data robust PCA, like classical PCA, searches for directions with maximal dispersion of the data projected on it. Instead of using the variance as a measure of dispersion, a robust scale estimator may be used in the maximization problem. In this paper, we review some of the proposed approaches to robust functional PCA including one which adapts the projection pursuit approach to the functional data setting.
