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-pursuit estimators under a common principal components model.

MoreLess

Year of publication:	2010
Authors:	Boente, Graciela ; Molina, Julieta ; Sued, Mariela
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 3-4, p. 228-235
Publisher:	Elsevier

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

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

Persistent link: https://www.econbiz.de/10008551109