Consistently recovering the signal from noisy functional data (Q2078554): Difference between revisions

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+Recent advances in functional data analysis and high-dimensional statistics
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+Inferential Theory for Factor Models of Large Dimensions
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+Statistical analysis of factor models of high dimension
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+Efficient estimation of approximate factor models via penalized maximum likelihood
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+Determining the Number of Factors in Approximate Factor Models
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+Rank regularized estimation of approximate factor models
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+Linear processes in function spaces. Theory and applications
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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+EFFICIENT ESTIMATION OF FACTOR MODELS
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+A partial overview of the theory of statistics with functional data
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+Local linear regression smoothers and their minimax efficiencies
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+Nonparametric functional data analysis. Theory and practice.
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+An introduction to recent advances in high/infinite dimensional statistics
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+Methodology and convergence rates for functional linear regression
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+On the CLT for discrete Fourier transforms of functional time series
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+Weakly dependent functional data
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+Inference for functional data with applications
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+Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
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+On the distribution of the largest eigenvalue in principal components analysis
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+Q3870155
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+Functional Variance Processes
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+Bi-cross-validation for factor analysis
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+Q4327561
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+Functional data analysis.
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+Nonparametric Regression Analysis of Longitudinal Data
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