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arXiv · 1203.2027

Robust functional principal components: A projection-pursuit approach

Juan Lucas Bali·Graciela Boente·David E. Tyler·Jane-Ling Wang
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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.

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Juan Lucas Bali, Graciela Boente, David E. Tyler, Jane-Ling Wang. 2012-03-09. Robust functional principal components: A projection-pursuit approach. https://doi.org/10.1214/11-aos923

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