Principal component analysis of infinite variance functional data

DOI10.1016/j.jmva.2022.105123OpenAlexW4307123810MaRDI QIDQ2101477

Rafał Kulik, Piotr S. Kokoszka

Publication date: 6 December 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105123

zbMATH Keywords

regular variationinfinite varianceasymptotic theoryprincipal componentsfunctional data

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Multivariate analysis (62Hxx)

Related Items (1)

Sparse principal component analysis for high‐dimensional stationary time series

Uses Software

• fda (R)

Cites Work

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