Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
417507 | Computational Statistics & Data Analysis | 2013 | 13 Pages |
Abstract
We herein propose a new robust estimation method based on random projections that is adaptive and automatically produces a robust estimate, while enabling easy computations for high or infinite dimensional data. Under some restricted contamination models, the procedure is robust and attains full efficiency. We tested the method using both simulated and real data.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Ricardo Fraiman, Marcela Svarc,