Back to Search
Start Over
On the asymptotic behavior of general projection-pursuit estimators under the common principal components model
- Source :
-
Statistics & Probability Letters . Feb2010, Vol. 80 Issue 3/4, p228-235. 8p. - Publication Year :
- 2010
-
Abstract
- Abstract: The common principal components model for several groups of multivariate observations assumes equal principal axes among the groups. Robust estimators can be defined replacing the sample variance by a robust dispersion measure. This paper studies the asymptotic distribution of robust projection-pursuit estimators under a common principal components model. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 80
- Issue :
- 3/4
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 47055497
- Full Text :
- https://doi.org/10.1016/j.spl.2009.10.011