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

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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Year of publication:	2013
Authors:	Fraiman, Ricardo ; Svarc, Marcela
Published in:	Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 58.2013, C, p. 326-338
Publisher:	Elsevier
Subject:	Robust estimates \| Location and scatter estimates \| Trimming estimates

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

Persistent link: https://www.econbiz.de/10010871386