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 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.
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.