On the asymptotic behavior of general projection-pursuit estimators under the common principal components model
The common principal components model for several groups of multivariate observations assumes equal principal axes among the groups. Robust estimators can be defined replacing the sample variance by a robust dispersion measure. This paper studies the asymptotic distribution of robust projection-purs...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2010 |
| País: | Argentina |
| Institución: | Consejo Nacional de Investigaciones Científicas y Técnicas |
| Repositorio: | CONICET Digital (CONICET) |
| Idioma: | inglés |
| OAI Identifier: | oai:ri.conicet.gov.ar:11336/16549 |
| Acceso en línea: | http://hdl.handle.net/11336/16549 |
| Access Level: | acceso abierto |
| Palabra clave: | Asymptotic Distribution Common Principal Components Projection-Pursuit Robust Estimation https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
| Sumario: | The common principal components model for several groups of multivariate observations assumes equal principal axes among the groups. Robust estimators can be defined replacing the sample variance by a robust dispersion measure. This paper studies the asymptotic distribution of robust projection-pursuit estimators under a common principal components model. |
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