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ROBUST INVERSE REGRESSION FOR MULTIVARIATE ELLIPTICAL FUNCTIONAL DATA
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AI
DOI：10.5705/ss.202023.0341.png)
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Abstract
En 中文
Functional data have received significant attention as they frequently appear in modern applications, such as functional magnetic resonance imaging (fMRI) and natural language processing. The infinite-dimensional nature of functional data makes it necessary to use dimension reduction techniques. Most existing techniques, however, rely on the covariance operator, which can be affected by heavy-tailed data and unusual observations. Therefore, in this paper, we consider a robust sliced inverse regression for multivariate elliptical functional data. For that reason, we introduce a new statistical linear operator, called the conditional spatial sign Kendall's tau covariance operator, which can be seen as an extension of the multivariate Kendall's tau to both the conditional and functional settings. The new operator is robust to heavy-tailed data and outliers, and hence can provide a robust estimate of the sufficient predictors. We also derive the convergence rates of the proposed estimators for both completely and partially observed data. Finally, we demonstrate the finite sample performance of our estimator using simulation examples and a real dataset based on fMRI.
Keywords:
Dimension reduction
elliptical distribution
functional data
sliced inverse regression
spatial sign