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

Ricardo Fraiman and Marcela Svarc

Computational Statistics & Data Analysis, 2013, vol. 58, issue C, 326-338

Abstract: 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.

Keywords: Robust estimates; Location and scatter estimates; Trimming estimates (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:58:y:2013:i:c:p:326-338

DOI: 10.1016/j.csda.2012.09.006

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