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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| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_0047259X_v170_n_p115_Boente |
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todo:paper_0047259X_v170_n_p115_Boente2023-10-03T14:52:23Z The spatial sign covariance operator: Asymptotic results and applications Boente, G. Rodriguez, D. Sued, M. 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. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar 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 |
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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 Boente, G. Rodriguez, D. Sued, M. 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. |
| format |
JOUR |
| author |
Boente, G. Rodriguez, D. Sued, M. |
| author_facet |
Boente, G. Rodriguez, D. Sued, M. |
| author_sort |
Boente, G. |
| 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 |
| url |
http://hdl.handle.net/20.500.12110/paper_0047259X_v170_n_p115_Boente |
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