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

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  • Fraiman, Ricardo
  • Svarc, Marcela

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.

Suggested Citation

  • Fraiman, Ricardo & Svarc, Marcela, 2013. "Resistant estimates for high dimensional and functional data based on random projections," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 326-338.
    • Handle: RePEc:eee:csdana:v:58:y:2013:i:c:p:326-338
    DOI: 10.1016/j.csda.2012.09.006
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    References listed on IDEAS

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    1. Manuel Febrero & Pedro Galeano & Wenceslao González-Manteiga, 2007. "A functional analysis of NOx levels: location and scale estimation and outlier detection," Computational Statistics, Springer, vol. 22(3), pages 411-427, September.
    2. Ricardo Fraiman & Graciela Muniz, 2001. "Trimmed means for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(2), pages 419-440, December.
    3. Cuevas, Antonio & Fraiman, Ricardo, 2009. "On depth measures and dual statistics. A methodology for dealing with general data," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 753-766, April.
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    Cited by:

    1. Serfling, Robert & Wijesuriya, Uditha, 2017. "Depth-based nonparametric description of functional data, with emphasis on use of spatial depth," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 24-45.
    2. Thulin, Måns, 2014. "A high-dimensional two-sample test for the mean using random subspaces," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 26-38.
    3. Moliner, Jesús & Epifanio, Irene, 2019. "Robust multivariate and functional archetypal analysis with application to financial time series analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 519(C), pages 195-208.
    4. Guillermo Vinue & Irene Epifanio, 2021. "Robust archetypoids for anomaly detection in big functional data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(2), pages 437-462, June.

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