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Robust principal component analysis for functional data

Author

Listed:
  • N. Locantore
  • J. Marron
  • D. Simpson
  • N. Tripoli
  • J. Zhang
  • K. Cohen
  • Graciela Boente
  • Ricardo Fraiman
  • Babette Brumback
  • Christophe Croux
  • Jianqing Fan
  • Alois Kneip
  • John Marden
  • Daniel Peña
  • Javier Prieto
  • Jim Ramsay
  • Mariano Valderrama
  • Ana Aguilera
  • N. Locantore
  • J. Marron
  • D. Simpson
  • N. Tripoli
  • J. Zhang
  • K. Cohen

Abstract

No abstract is available for this item.

Suggested Citation

  • N. Locantore & J. Marron & D. Simpson & N. Tripoli & J. Zhang & K. Cohen & Graciela Boente & Ricardo Fraiman & Babette Brumback & Christophe Croux & Jianqing Fan & Alois Kneip & John Marden & Daniel P, 1999. "Robust principal component analysis for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(1), pages 1-73, June.
    • Handle: RePEc:spr:testjl:v:8:y:1999:i:1:p:1-73
    DOI: 10.1007/BF02595862
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    References listed on IDEAS

    as
    1. Peña, Daniel & Prieto, Francisco J., 1997. "Robust covariance matrix estimation and multivariate outlier detection," DES - Working Papers. Statistics and Econometrics. WS 10497, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Philippe Besse & J. Ramsay, 1986. "Principal components analysis of sampled functions," Psychometrika, Springer;The Psychometric Society, vol. 51(2), pages 285-311, June.
    3. Marden, John I., 1999. "Some robust estimates of principal components," Statistics & Probability Letters, Elsevier, vol. 43(4), pages 349-359, July.
    4. Dauxois, J. & Pousse, A. & Romain, Y., 1982. "Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 136-154, March.
    5. Croux, C. & Haesbroeck, G., 1999. "Principal Component Analysis Based on Robust Estimators of the Covariance or Correlation Matrix: Influence Functions and Efficiencies," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9908, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
    Full references (including those not matched with items on IDEAS)

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