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.

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Year of publication:	2014
Authors:	Bali, Juan Lucas ; Boente, Graciela
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 94.2014, C, p. 181-191
Publisher:	Elsevier
Subject:	Fisher-consistency \| Functional principal components \| Outliers \| Projection-pursuit \| Robust estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010930581