Resistant estimates for high dimensional and functional data based on random projections

Details Resistant estimates for high dimensional and functional data based on random projections Resistant estimates for high dimensional and functional data based on random projections

2011-06-13

arxiv.org/abs/1106.2442v3

Statistics

Methodology

24 pages, 6 figures

Scientific paper

We herein propose a new robust estimation method based on random projections
that is adaptive and, automatically produces a robust estimate, while enabling
easy computations for high or infinite dimensional data. Under some restricted
contamination models, the procedure is robust and attains full efficiency. We
tested the method using both simulated and real data.

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