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

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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 dispe...

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Autores principales: Boente, G., Pires, A.M., Rodrigues, I.M.
Formato: Artículo publishedVersion
Lenguaje:Inglés
Publicado: 2006
Materias:
Asymptotic variances
Common principal components
Partial influence function
Projection-pursuit
Robust estimation
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_0047259X_v97_n1_p124_Boente
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
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spelling paperaa:paper_0047259X_v97_n1_p124_Boente2023-06-12T16:45:40Z General projection-pursuit estimators for the common principal components model: Influence functions and Monte Carlo study J. Multivariate Anal. 2006;97(1):124-147 Boente, G. Pires, A.M. Rodrigues, I.M. Asymptotic variances Common principal components Partial influence function Projection-pursuit Robust estimation 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. 2006 info:eu-repo/semantics/article info:ar-repo/semantics/artículo info:eu-repo/semantics/publishedVersion application/pdf eng info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_0047259X_v97_n1_p124_Boente
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
language Inglés
orig_language_str_mv eng
topic Asymptotic variances
Common principal components
Partial influence function
Projection-pursuit
Robust estimation
spellingShingle Asymptotic variances
Common principal components
Partial influence function
Projection-pursuit
Robust estimation
Boente, G.
Pires, A.M.
Rodrigues, I.M.
General projection-pursuit estimators for the common principal components model: Influence functions and Monte Carlo study
topic_facet Asymptotic variances
Common principal components
Partial influence function
Projection-pursuit
Robust estimation
description 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.
format Artículo
Artículo
publishedVersion
author Boente, G.
Pires, A.M.
Rodrigues, I.M.
author_facet Boente, G.
Pires, A.M.
Rodrigues, I.M.
author_sort Boente, G.
title General projection-pursuit estimators for the common principal components model: Influence functions and Monte Carlo study
title_short General projection-pursuit estimators for the common principal components model: Influence functions and Monte Carlo study
title_full General projection-pursuit estimators for the common principal components model: Influence functions and Monte Carlo study
title_fullStr General projection-pursuit estimators for the common principal components model: Influence functions and Monte Carlo study
title_full_unstemmed General projection-pursuit estimators for the common principal components model: Influence functions and Monte Carlo study
title_sort general projection-pursuit estimators for the common principal components model: influence functions and monte carlo study
publishDate 2006
url http://hdl.handle.net/20.500.12110/paper_0047259X_v97_n1_p124_Boente
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AT piresam generalprojectionpursuitestimatorsforthecommonprincipalcomponentsmodelinfluencefunctionsandmontecarlostudy
AT rodriguesim generalprojectionpursuitestimatorsforthecommonprincipalcomponentsmodelinfluencefunctionsandmontecarlostudy
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