Pages that link to "Item:Q794111"
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The following pages link to Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference (Q794111):
Displayed 50 items.
- The one- and multi-sample problem for functional data with application to projective shape analysis (Q2482130) (← links)
- Estimation in generalized linear models for functional data via penalized likelihood (Q2486170) (← links)
- A sufficient condition for the CLT in the space of nuclear operators -- application to covariance of random functions (Q2497812) (← links)
- Properties of principal component methods for functional and longitudinal data analysis (Q2500460) (← links)
- Assessing extrema of empirical principal component functions (Q2500461) (← links)
- Forecasting functional time series (Q2510693) (← links)
- Discussion: Forecasting functional time series (Q2510694) (← links)
- High-dimensional principal projections (Q2514169) (← links)
- Fast covariance estimation for high-dimensional functional data (Q2631375) (← links)
- Asymptotically efficient estimation of smooth functionals of covariance operators (Q2659447) (← links)
- Optimal function-on-scalar regression over complex domains (Q2683187) (← links)
- (Q2750809) (← links)
- Interpretable functional principal component analysis (Q2827196) (← links)
- More on functional data analysis and other aspects in OODA (Q2922184) (← links)
- On asymptotic distribution of prediction in functional linear regression (Q2953441) (← links)
- Seeking relevant information from a statistical model (Q2954246) (← links)
- PCA-kernel estimation (Q3224135) (← links)
- Multi-class classification of biomechanical data: A functional LDA approach based on multi-class penalized functional PLS (Q3386481) (← links)
- Assessing the Finite Dimensionality of Functional Data (Q3408555) (← links)
- Interpreting the Principal Component Analysis of Multivariate Density Functions (Q3458073) (← links)
- A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
- Locally modelled regression and functional data (Q3589218) (← links)
- Theory for high-order bounds in functional principal components analysis (Q3598127) (← links)
- On the validity of the perturbation method in asymptotic theory (Q3792080) (← links)
- Rethinking factor analysis as an interpolation problem (Q3795074) (← links)
- Asymptotic study of eigenelements of a sequence of random selfadjoint operators (Q3985831) (← links)
- Approximation spline de l'analyse en composantes principales d'une variable aléatoire hilbertienne (Q4014734) (← links)
- Asympotic study of the multivariate functional model. application to the metric choice in principal component analysis (Q4322922) (← links)
- Approximation of estimators in the PCA of a stochastic process using B-splines (Q4337286) (← links)
- Testing for No Effect in Functional Linear Regression Models, Some Computational Approaches (Q4454191) (← links)
- Nonparametric estimation of smoothed principal components analysis of sampled noisy functions (Q4498170) (← links)
- Asymptotic study of the multivariate functional model in the case of a random number of observations for each mean (Q4763464) (← links)
- Linear functional regression: The case of fixed design and functional response (Q4801373) (← links)
- Testing the Equality of Covariance Operators in Functional Samples (Q4911970) (← links)
- Elastic functional principal component regression (Q4970236) (← links)
- (Q5054639) (← links)
- Eigen-Adjusted Functional Principal Component Analysis (Q5057248) (← links)
- Functional data clustering using principal curve methods (Q5104527) (← links)
- Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional <i>U</i>-statistics involving functional data (Q5114483) (← links)
- Functional time series approach for forecasting very short-term electricity demand (Q5128897) (← links)
- Perturbation bounds for eigenspaces under a relative gap condition (Q5210923) (← links)
- Optimal bandwidth matrices in functional principal component analysis of density functions (Q5220865) (← links)
- Partially Linear Functional Additive Models for Multivariate Functional Data (Q5229922) (← links)
- Conditional Functional Principal Components Analysis (Q5430583) (← links)
- On Properties of Functional Principal Components Analysis (Q5434734) (← links)
- Functional Modelling and Classification of Longitudinal Data* (Q5467690) (← links)
- Quantile regression when the covariates are functions (Q5717559) (← links)
- Dynamic semiparametric factor models in risk neutral density estimation (Q5962990) (← links)
- Functional data analysis for density functions by transformation to a Hilbert space (Q5963520) (← links)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)