Consistency of a numerical approximation to the first principal component projection pursuit estimator
We generalize to functional data, the approach given by Croux and Ruiz-Gazen (1996) to compute robust projection-pursuit principal direction estimators, allowing also for smoothness in the estimators. Consistency of the approximated first principal direction estimator is derived.
| Autores: | , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2014 |
| País: | Argentina |
| Institución: | Consejo Nacional de Investigaciones Científicas y Técnicas |
| Repositorio: | CONICET Digital (CONICET) |
| Idioma: | inglés |
| OAI Identifier: | oai:ri.conicet.gov.ar:11336/18737 |
| Acceso en línea: | http://hdl.handle.net/11336/18737 |
| Access Level: | acceso abierto |
| Palabra clave: | Fisher-Consistency Functional Principal Components Outliers Projection-Pursuit Robust Estimation https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
| Sumario: | We generalize to functional data, the approach given by Croux and Ruiz-Gazen (1996) to compute robust projection-pursuit principal direction estimators, allowing also for smoothness in the estimators. Consistency of the approximated first principal direction estimator is derived. |
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