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>On the asymptotic behavior of general projection-pursuit estimators under the common principal components model
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On the asymptotic behavior of general projection-pursuit estimators under the common principal components model
The common principal components model for several groups of multivariate observations assumes equal principal axes among the groups. Robust estimators can be defined replacing the sample variance by a robust dispersion measure. This paper studies the asymptotic distribution of robust projection-pursuit estimators under a common principal components model.
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