General projection-pursuit estimators for the common principal components model: Influence functions and Monte Carlo study

En:

J. Multivariate Anal. 2006;97(1):124-147

Fecha:

2006

Formato:

application/pdf

Tipo de documento:

info:eu-repo/semantics/article
info:ar-repo/semantics/artículo
info:eu-repo/semantics/publishedVersion

Descriptores:

Asymptotic variances -  Common principal components -  Partial influence function -  Projection-pursuit -  Robust estimation

Descripción:

The common principal components (CPC) model for several groups of multivariate observations assumes equal principal axes but possibly different variances along these axes among the groups. Under a CPCs model, generalized projection-pursuit estimators are defined by using score functions on the dispersion measure considered. Their partial influence functions are obtained and asymptotic variances are derived from them. When the score function is taken equal to the logarithm, it is shown that, under a proportionality model, the eigenvector estimators are optimal in the sense of minimizing the asymptotic variance of the eigenvectors, for a given scale measure. © 2004 Elsevier Inc. All rights reserved.
Fil:Boente, G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina.

Identificador(es):

http://hdl.handle.net/20.500.12110/paper_0047259X_v97_n1_p124_Boente

Derechos:

info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by/2.5/ar