The spatial sign covariance operator: Asymptotic results and applications

Graciela Boente, Daniela Rodriguez and Mariela Sued

Journal of Multivariate Analysis, 2019, vol. 170, issue C, 115-128

Abstract: Due to increased recording capability, functional data analysis has become an important research topic. For functional data, the study of outlier detection and/or the development of robust statistical procedures started only recently. One robust alternative to the sample covariance operator is the sample spatial sign covariance operator. In this paper, we study the asymptotic behavior of the sample spatial sign covariance operator centered at an estimated location. Among possible applications of our results, we derive the asymptotic distribution of the principal directions obtained from the sample spatial sign covariance operator and we develop a testing procedure to detect differences between the scatter operators of two populations. The test performance is illustrated through a Monte Carlo study for small sample sizes.

Keywords: Asymptotic distribution; Fisher-consistency; Functional data; Spatial sign covariance operator; Spherical principal components (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X17306620
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:170:y:2019:i:c:p:115-128

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.jmva.2018.10.002

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().