主要部件分析(PCA ) 是在多分析变量数据的大多数庆祝方法之一。扩大 PCA 的一个努力是设计追求(PP ) ,尺寸减小技术的一个更一般的班。然而,这个扩大过程的申请被它的复杂性经常在计算并且由某适当理论的缺乏妨碍。在这篇论文,由实验过程的使用,我们为主要部件和分散矩阵的柔韧的 PPestimators 建立了一个大样品理论。
The principal component analysis (PCA) is one of the most celebrated methods in analysing multivariate data. An effort of extending PCA is projection pursuit (PP), a more general class of dimension-reduction techniques. However, the application of this extended procedure is often hampered by its complexity in computation and by lack of some appropriate theory. In this paper, by use of the empirical processes we established a large sample theory for the robust PP estimators of the principal components and dispersion matrix.