In many situations, data are recorded over a period of time and may be
regarded as realizations of a stochastic process. In this paper, robust
estimators for the principal components are considered by adapting the
projection pursuit approach to the functional data setting. Our approach
combines robust projection-pursuit with different smoothing methods.
Consistency of the estimators are shown under mild assumptions. The performance
of the classical and robust procedures are compared in a simulation study under
different contamination schemes.Comment: Published in at http://dx.doi.org/10.1214/11-AOS923 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
P. F. Orte et al.: Analysis of a southern sub-polar short-term ozone variation event ison at 27 km also presents good agreement, with a mean bias error of −1 %.
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