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

Abstract

Fil: Fraiman, Ricardo. Universidad de San Andrés. Departamento de Matemática y Ciencias; Argentina.Fil: Svarc, Marcela. Universidad de San Andrés. Departamento de Matemática y Ciencias; Argentina.We herein propose a new robust estimation method based on random pro- jections that is adaptive and, automatically produces a robust estimate, while enabling easy computations for high or in nite dimensional data. Under some re- stricted contamination models, the procedure is robust and attains full e ciency. We tested the method using both simulated and real data