Mostrar el registro sencillo del ítem

dc.contributor.author
Boente Boente, Graciela Lina
dc.contributor.author
Salibian Barrera, Matías Octavio
dc.contributor.author
Tyler, David E.
dc.date.available
2017-06-23T15:18:46Z
dc.date.issued
2014-10
dc.identifier.citation
Boente Boente, Graciela Lina; Salibian Barrera, Matías Octavio; Tyler, David E.; A characterization of elliptical distributions and some optimality properties of principal components for functional data; Elsevier Inc; Journal Of Multivariate Analysis; 131; 10-2014; 254-264
dc.identifier.issn
0047-259X
dc.identifier.uri
http://hdl.handle.net/11336/18730
dc.description.abstract
As in the multivariate setting, the class of elliptical distributions on separable Hilbert spaces serves as an important vehicle and reference point for the development and evaluation of robust methods in functional data analysis. In this paper, we present a simple characterization of elliptical distributions on separable Hilbert spaces, namely we show that the class of elliptical distributions in the infinite-dimensional case is equivalent to the class of scale mixtures of Gaussian distributions on the space. Using this characterization, we establish a stochastic optimality property for the principal component subspaces associated with an elliptically distributed random element, which holds even when second moments do not exist. In addition, when second moments exist, we establish an optimality property regarding unitarily invariant norms of the residuals covariance operator.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Elsevier Inc
dc.rights
info:eu-repo/semantics/restrictedAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-nd/2.5/ar/
dc.subject
Elliptical Distributions
dc.subject
Functional Data Analysis
dc.subject
Principal Components
dc.subject.classification
Estadística y Probabilidad
dc.subject.classification
Matemáticas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
A characterization of elliptical distributions and some optimality properties of principal components for functional data
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2017-06-23T14:10:50Z
dc.journal.volume
131
dc.journal.pagination
254-264
dc.journal.pais
Estados Unidos
dc.journal.ciudad
Nueva York
dc.description.fil
Fil: Boente Boente, Graciela Lina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santalo". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santalo"; Argentina
dc.description.fil
Fil: Salibian Barrera, Matías Octavio. University Of British Columbia; Canadá
dc.description.fil
Fil: Tyler, David E.. Rutgers University; Estados Unidos
dc.journal.title
Journal Of Multivariate Analysis
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.jmva.2014.07.006
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/http://www.sciencedirect.com/science/article/pii/S0047259X14001638


Archivos asociados

Documento no disponible

Comunidades y colecciones

  • Articulos(IMAS) [498]
    Articulos de INSTITUTO DE INVESTIGACIONES MATEMATICAS "LUIS A. SANTALO"

Mostrar el registro sencillo del ítem