The spatial sign covariance operator: Asymptotic results and applications

Due to increased recording capability, functional data analysis has become an important research topic. For functional data, the study of outlier detection and/or the development of robust statistical procedures started only recently. One robust alternative to the sample covariance operator is the s...

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Detalles Bibliográficos
Publicado: 2019
Materias:
Asymptotic distribution
Fisher-consistency
Functional data
Spatial sign covariance operator
Spherical principal components
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_0047259X_v170_n_p115_Boente
http://hdl.handle.net/20.500.12110/paper_0047259X_v170_n_p115_Boente
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id paper:paper_0047259X_v170_n_p115_Boente
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spelling paper:paper_0047259X_v170_n_p115_Boente2023-06-08T15:05:36Z The spatial sign covariance operator: Asymptotic results and applications Asymptotic distribution Fisher-consistency Functional data Spatial sign covariance operator Spherical principal components Due to increased recording capability, functional data analysis has become an important research topic. For functional data, the study of outlier detection and/or the development of robust statistical procedures started only recently. One robust alternative to the sample covariance operator is the sample spatial sign covariance operator. In this paper, we study the asymptotic behavior of the sample spatial sign covariance operator centered at an estimated location. Among possible applications of our results, we derive the asymptotic distribution of the principal directions obtained from the sample spatial sign covariance operator and we develop a testing procedure to detect differences between the scatter operators of two populations. The test performance is illustrated through a Monte Carlo study for small sample sizes. © 2018 Elsevier Inc. 2019 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_0047259X_v170_n_p115_Boente http://hdl.handle.net/20.500.12110/paper_0047259X_v170_n_p115_Boente
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Asymptotic distribution
Fisher-consistency
Functional data
Spatial sign covariance operator
Spherical principal components
spellingShingle Asymptotic distribution
Fisher-consistency
Functional data
Spatial sign covariance operator
Spherical principal components
The spatial sign covariance operator: Asymptotic results and applications
topic_facet Asymptotic distribution
Fisher-consistency
Functional data
Spatial sign covariance operator
Spherical principal components
description Due to increased recording capability, functional data analysis has become an important research topic. For functional data, the study of outlier detection and/or the development of robust statistical procedures started only recently. One robust alternative to the sample covariance operator is the sample spatial sign covariance operator. In this paper, we study the asymptotic behavior of the sample spatial sign covariance operator centered at an estimated location. Among possible applications of our results, we derive the asymptotic distribution of the principal directions obtained from the sample spatial sign covariance operator and we develop a testing procedure to detect differences between the scatter operators of two populations. The test performance is illustrated through a Monte Carlo study for small sample sizes. © 2018 Elsevier Inc.
title The spatial sign covariance operator: Asymptotic results and applications
title_short The spatial sign covariance operator: Asymptotic results and applications
title_full The spatial sign covariance operator: Asymptotic results and applications
title_fullStr The spatial sign covariance operator: Asymptotic results and applications
title_full_unstemmed The spatial sign covariance operator: Asymptotic results and applications
title_sort spatial sign covariance operator: asymptotic results and applications
publishDate 2019
url https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_0047259X_v170_n_p115_Boente
http://hdl.handle.net/20.500.12110/paper_0047259X_v170_n_p115_Boente
_version_ 1768546754364440576

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