Theory for high-order bounds in functional principal components analysis

DOI10.1017/S0305004108001850zbMath1153.62050MaRDI QIDQ3598127

Mohammad Hosseini-Nasab

Publication date: 30 January 2009

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

functional linear regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Foundations and philosophical topics in statistics (62A01) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (30)

Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors ⋮ On two sample inference for eigenspaces in functional data analysis with dependent errors ⋮ Inference in functional linear quantile regression ⋮ Defining probability density for a distribution of random functions ⋮ Optimal eigen expansions and uniform bounds ⋮ Minimax adaptive tests for the functional linear model ⋮ Regularized partially functional quantile regression ⋮ Testing for a change in covariance operator ⋮ On asymptotic distribution of prediction in functional linear regression ⋮ Test of Weak Separability for Spatially Stationary Functional Field ⋮ Latent group detection in functional partially linear regression models ⋮ On properties of percentile bootstrap confidence intervals for prediction in functional linear regression ⋮ Nonasymptotic upper bounds for the reconstruction error of PCA ⋮ Weighted least squares methods for prediction in the functional data linear model ⋮ Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier ⋮ Functional time series approach for forecasting very short-term electricity demand ⋮ Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series ⋮ Mixture inner product spaces and their application to functional data analysis ⋮ Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models ⋮ Nonparametric time series forecasting with dynamic updating ⋮ Forecasting functional time series ⋮ A topologically valid construction of depth for functional data ⋮ Perturbation bounds for eigenspaces under a relative gap condition ⋮ Cross-validation approximation in functional linear regression ⋮ Interpretable functional principal component analysis ⋮ Skew-normal partial functional linear model and homogeneity test ⋮ Oracle-efficient estimation for functional data error distribution with simultaneous confidence band ⋮ A modification of Silverman's method for smoothed functional principal components analysis ⋮ Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data ⋮ Relative perturbation bounds with applications to empirical covariance operators

Uses Software

• fda (R)

Cites Work

• Unnamed Item
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Prediction in functional linear regression
• CLT in functional linear regression models
• Perturbation of spectral subspaces and solution of linear operator equations
• Applied functional data analysis. Methods and case studies
• Smoothed functional principal components analysis by choice of norm
• Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data
• On Properties of Functional Principal Components Analysis

This page was built for publication: Theory for high-order bounds in functional principal components analysis