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dc.contributor.author
Bali, Juan Lucas
dc.contributor.author
Boente Boente, Graciela Lina
dc.contributor.author
Tyler, David E.
dc.contributor.author
Wang, Jane Ling
dc.date.available
2017-04-06T20:45:02Z
dc.date.issued
2011-12
dc.identifier.citation
Bali, Juan Lucas; Boente Boente, Graciela Lina; Tyler, David E.; Wang, Jane Ling; Robust functional principal components: A projection-pursuit approach; Inst Mathematical Statistics; Annals Of Statistics, The; 39; 6; 12-2011; 2852-2882
dc.identifier.issn
0090-5364
dc.identifier.uri
http://hdl.handle.net/11336/14925
dc.description.abstract
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.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Inst Mathematical Statistics
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
Fisher-Consistency
dc.subject
Functional Data
dc.subject
Method of Sieves
dc.subject
Penalization
dc.subject.classification
Estadística y Probabilidad
dc.subject.classification
Matemáticas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
Robust functional principal components: A projection-pursuit approach
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2017-04-06T16:51:17Z
dc.journal.volume
39
dc.journal.number
6
dc.journal.pagination
2852-2882
dc.journal.pais
Francia
dc.description.fil
Fil: Bali, Juan Lucas. Universidad de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
dc.description.fil
Fil: Boente Boente, Graciela Lina. Universidad de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
dc.description.fil
Fil: Tyler, David E.. University Of California At Davis; Estados Unidos
dc.description.fil
Fil: Wang, Jane Ling. University Of California At Davis; Estados Unidos
dc.journal.title
Annals Of Statistics, The
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/http://projecteuclid.org/euclid.aos/1327413771
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1214/11-AOS923


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    Articulos de INSTITUTO DE INVESTIGACIONES MATEMATICAS "LUIS A. SANTALO"

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