Resistant estimates for high dimensional and functional data based on random projections
Date
2011
Authors
Fraiman, Ricardo
Svarc, Marcela
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Journal Title
Journal ISSN
Volume Title
Publisher
Universidad de San Andrés. Departamento de Matemáticas y Ciencias
Abstract
We herein propose a new robust estimation method based on random pro-
jections that is adaptive and, automatically produces a robust estimate, while
enabling easy computations for high or in nite dimensional data. Under some re-
stricted contamination models, the procedure is robust and attains full e ciency.
We tested the method using both simulated and real data.
Description
Fil: Fraiman, Ricardo. Universidad de San Andrés. Departamento de Matemática y Ciencias; Argentina.
Fil: Svarc, Marcela. Universidad de San Andrés. Departamento de Matemática y Ciencias; Argentina.
Fil: Svarc, Marcela. Universidad de San Andrés. Departamento de Matemática y Ciencias; Argentina.