Robust functional principal components: A projection-pursuit approach

Details Robust functional principal components: A projection-pursuit approach Robust functional principal components: A projection-pursuit approach

2012-03-09

arxiv.org/abs/1203.2027v1

Annals of Statistics 2011, Vol. 39, No. 6, 2852-2882

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/11-AOS923 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/11-AOS923

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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