Description length and dimensionality reduction in functional data analysis

DOI10.1016/j.csda.2011.03.018zbMath1365.62225MaRDI QIDQ2361186

D. S. Poskitt, Arivalzahan Sengarapillai

Publication date: 30 June 2017

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://www.buseco.monash.edu.au/ebs/pubs/wpapers/2009/wp13-09.pdf

zbMATH Keywords

bootstrap; consistency; signal-to-noise ratio; variance decomposition; Karhunen-Loève expansion; dimension determination

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62P35: Applications of statistics to physics

Related Items

Long-Range Dependent Curve Time Series, Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data, Selecting the Number of Principal Components in Functional Data, Nonparametric operator-regularized covariance function estimation for functional data, Model-based clustering for multivariate functional data, A survey of functional principal component analysis, Dependence measures for model selection in singular spectrum analysis, Editorial: The third special issue on statistical signal extraction and filtering

Uses Software

• fda (R)
• rstiefel

Cites Work

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