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

Authors
Fraiman, Jacob Ricardo; Svarc, Marcela
Publication Year
2012
Language
English
Format
article
Status
Published version
Description
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.
Fil: Fraiman, Jacob Ricardo. Universidad de San Andrés; Argentina. Universidad de la República; Uruguay. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Svarc, Marcela. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de San Andrés; Argentina
Subject
Robust estimates
High dimensional data
Trimming procedures
Trimming estimates
Location and scatter estimates
Otras Matemáticas
Matemáticas
CIENCIAS NATURALES Y EXACTAS
Access level
Open access
License
https://creativecommons.org/licenses/by-nc-nd/2.5/ar/
Repository
CONICET Digital (CONICET)
Institution
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identifier
oai:ri.conicet.gov.ar:11336/22882