On the asymptotic behavior of general projection-pursuit estimators under the common principal components model

Graciela Boente, Julieta Molina and Mariela Sued

Statistics & Probability Letters, 2010, vol. 80, issue 3-4, 228-235

Abstract: The common principal components model for several groups of multivariate observations assumes equal principal axes among the groups. Robust estimators can be defined replacing the sample variance by a robust dispersion measure. This paper studies the asymptotic distribution of robust projection-pursuit estimators under a common principal components model.

Date: 2010
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