Common functional principal components

DOI10.1214/07-AOS516zbMath1169.62057arXiv0901.4252OpenAlexW3100943941MaRDI QIDQ1002147

Alois Kneip, Michal Benko, Wolfgang Karl Härdle

Publication date: 25 February 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.4252

zbMATH Keywords

bootstrap two sample problem

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09)

Related Items

Homogeneity test for functional data, On two sample inference for eigenspaces in functional data analysis with dependent errors, A survey of functional principal component analysis, Optimal classification and nonparametric regression for functional data, Simultaneous inference for the mean function based on dense functional data, Eigen-Adjusted Functional Principal Component Analysis, Optimal eigen expansions and uniform bounds, Testing equality between several populations covariance operators, Robust estimators under a functional common principal components model, Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price, Fourier analysis of stationary time series in function space, Quadratic forms of the empirical processes for the two-sample problem for functional data, Exact tests for the means of Gaussian stochastic processes, Oracally efficient estimation for dense functional data with holiday effects, Modeling and forecasting electricity spot prices: a functional data perspective, Kernel based method for the k-sample problem with functional data, Functional data analysis with increasing number of projections, Functional time series approach to analyzing asset returns co-movements, Testing for a change in covariance operator, A \(k\)-sample test for functional data based on generalized maximum mean discrepancy, Dynamic semi-parametric factor model for functional expectiles, Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares, Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators, Evaluating Proxy Influence in Assimilated Paleoclimate Reconstructions—Testing the Exchangeability of Two Ensembles of Spatial Processes, Pivotal tests for relevant differences in the second order dynamics of functional time series, On asymptotic distribution of prediction in functional linear regression, Identifying the finite dimensionality of curve time series, Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation, Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data, Locally stationary functional time series, Detecting relevant changes in the spatiotemporal mean function, Comparison between spatio‐temporal random processes and application to climate model data, Bootstrap methods for stationary functional time series, Representation and reconstruction of covariance operators in linear inverse problems, Detecting and estimating changes in dependent functional data, Consistency of the mean and the principal components of spatially distributed functional data, Dependent functional data, On the evolution of the united kingdom price distributions, The spatial sign covariance operator: asymptotic results and applications, Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data, Inference for sparse and dense functional data with covariate adjustments, Functional multiple-outcome model in application to multivariate growth curves of infant data, Discussion of ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan, Two-sample testing for mean functions with incompletely observed functional data, Conjugate processes: theory and application to risk forecasting, On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression, Testing the Equality of Covariance Operators in Functional Samples, A bootstrap-based KPSS test for functional time series, Weakly dependent functional data, Inferential procedures for partially observed functional data, Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation, Functional data analysis for density functions by transformation to a Hilbert space, Dynamic semiparametric factor models in risk neutral density estimation, A partition Dirichlet process model for functional data analysis, \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models, Two-sample inference for sparse functional data, Testing the equality of a large number of means of functional data, Additive Function-on-Function Regression, Interpretable functional principal component analysis, Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration, On mean derivative estimation of longitudinal and functional data: from sparse to dense, Adaptive Inference for the Mean of a Gaussian Process in Functional Data, Procrustes metrics on covariance operators and optimal transportation of Gaussian processes, Nonparametric testing for differences in electricity prices: the case of the Fukushima nuclear accident, Two sample inference in functional linear models, Properties of design-based functional principal components analysis, Testing equality of spectral density operators for functional processes, Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem, Nonlinear principal components and long-run implications of multivariate diffusions, Efficient Estimation of the Nonparametric Mean and Covariance Functions for Longitudinal and Sparse Functional Data, Inference under functional proportional and common principal component models, Sequential block bootstrap in a Hilbert space with application to change point analysis, Preprocessing noisy functional data: a multivariate perspective, Two sample inference for the second-order property of temporally dependent functional data, On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA

Uses Software

fda (R)

Cites Work