Asympotic study of the multivariate functional model. application to the metric choice in principal component analysis
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Publication:4322922
DOI10.1080/02331889208802352zbMath0809.62052OpenAlexW2077987538MaRDI QIDQ4322922
Publication date: 29 March 1995
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889208802352
consistencyprincipal component analysisalmost sure convergenceleast squares estimationfunctional linear modelsfunctional modelsGauss-Markov propertyGaussian limiting distributions
Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)
Related Items (6)
The fixed effects PCA model in a common principal component environment ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Selection of components in principal component analysis: A comparison of methods ⋮ The use of probabilistic models to produce optimal graphical displays of high-dimensional data sets ⋮ Asymptotic study of the multivariate functional model in the case of a random number of observations for each mean
Cites Work
- Unnamed Item
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Estimating linear statistical relationships
- Principal components analysis and optimization of graphical displays
- On the validity of the perturbation method in asymptotic theory
- Asymptotic study of eigenelements of a sequence of random selfadjoint operators
- Reduced principal component analysis
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