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M-estimators of location for functional data. (English) Zbl 1440.62405

Summary: M-estimators of location are widely used robust estimators of the center of univariate or multivariate real-valued data. This paper aims to study M-estimates of location in the framework of functional data analysis. To this end, recent developments for robust nonparametric density estimation by means of M-estimators are considered. These results can also be applied in the context of functional data analysis and allow to state conditions for the existence and uniqueness of location M-estimates in this setting. Properties of these functional M-estimators are investigated. In particular, their consistency is shown and robustness is studied by means of their breakdown point and their influence function. The finite-sample performance of the M-estimators is explored by simulation. The M-estimators are also empirically compared to trimmed means for functional data.

MSC:

62R10 Functional data analysis
62G35 Nonparametric robustness
62G07 Density estimation
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Full Text: DOI Euclid