IDEAS home Printed from https://ideas.repec.org/a/oup/biomet/v95y2008i3p587-600.html
   My bibliography  Save this article

Robust functional estimation using the median and spherical principal components

Author

Listed:
  • Daniel Gervini

Abstract

We present robust estimators for the mean and the principal components of a stochastic process in . Robustness and asymptotic properties of the estimators are studied theoretically, by simulation and by example. It is shown that the proposed estimators are generally more robust to outliers than the commonly used sample mean and principal components, although their properties depend on the spacings of the eigenvalues of the covariance function. Copyright 2008, Oxford University Press.

Suggested Citation

  • Daniel Gervini, 2008. "Robust functional estimation using the median and spherical principal components," Biometrika, Biometrika Trust, vol. 95(3), pages 587-600.
    • Handle: RePEc:oup:biomet:v:95:y:2008:i:3:p:587-600
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1093/biomet/asn031
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oup:biomet:v:95:y:2008:i:3:p:587-600. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Oxford University Press (email available below). General contact details of provider: https://academic.oup.com/biomet .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.