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Resistant estimates for high dimensional and functional data based on random projections

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.Fil: Fraiman, Jacob Ricardo. Universidad de San Andrés; Argentina. Universidad de la República; Uruguay. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Svarc, Marcela. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de San Andrés; Argentin

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