Robust functional principal components: A projection-pursuit approach
نویسندگان
چکیده
منابع مشابه
Robust Functional Principal Components : a Projection - Pursuit Approach
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 u...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2011
ISSN: 0090-5364
DOI: 10.1214/11-aos923