Lee, Seokho; Shin, Hyejin; Billor, Nedret - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 89-100
We propose a robust method for estimating principal functions based on MM estimation. Specifically, we formulate functional principal component analysis into alternating penalized M-regression with a bounded loss function. The resulting principal functions are given as M-type smoothing spline...