Consistency of a numerical approximation to the first principal component projection pursuit estimator

Juan Lucas Bali and Graciela Boente

Statistics & Probability Letters, 2014, vol. 94, issue C, 181-191

Abstract: We generalize to functional data, the approach given by Croux and Ruiz-Gazen (1996) to compute robust projection-pursuit principal direction estimators, allowing also for smoothness in the estimators. Consistency of the approximated first principal direction estimator is derived.

Keywords: Fisher-consistency; Functional principal components; Outliers; Projection-pursuit; Robust estimation (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2014.07.019

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