Pages that link to "Item:Q794111"

The following pages link to Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference (Q794111):

Displaying 50 items.

• Principal loading analysis (Q82192) (← links)
• Feature selection for functional data (Q268756) (← links)
• Gap between orthogonal projectors -- application to stationary processes (Q268775) (← links)
• Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
• On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
• Comments on: ``Probability enhanced effective dimension reduction for classifying sparse functional data'' (Q285832) (← links)
• A randomness test for functional panels (Q311801) (← links)
• Optimal eigen expansions and uniform bounds (Q343789) (← links)
• Fourier analysis of stationary time series in function space (Q355089) (← links)
• Minimax adaptive tests for the functional linear model (Q355113) (← links)
• A partial overview of the theory of statistics with functional data (Q389287) (← links)
• Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours (Q391896) (← links)
• Testing for a change in covariance operator (Q394564) (← links)
• Regression when both response and predictor are functions (Q432289) (← links)
• Robust functional principal components: a projection-pursuit approach (Q449971) (← links)
• Consistency of a numerical approximation to the first principal component projection pursuit estimator (Q467020) (← links)
• Influence function of projection-pursuit principal components for functional data (Q476230) (← links)
• A note on random perturbations of a multiple eigenvalue of a Hermitian operator (Q482789) (← links)
• Time-warped growth processes, with applications to the modeling of boom-bust cycles in house prices (Q484021) (← links)
• An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
• Some asymptotic theory for Silverman's smoothed functional principal components in an abstract Hilbert space (Q512001) (← links)
• Nonparametric time series forecasting with dynamic updating (Q543446) (← links)
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues (Q605864) (← links)
• Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data (Q605938) (← links)
• Dynamic relations for sparsely sampled Gaussian processes (Q619159) (← links)
• Comments on: Dynamic relations for sparsely sampled Gaussian processes (Q619160) (← links)
• Identifying the finite dimensionality of curve time series (Q620552) (← links)
• Empirical dynamics for longitudinal data (Q620557) (← links)
• Nonparametric estimation of multivariate convex-transformed densities (Q620567) (← links)
• Structural test in regression on functional variables (Q631609) (← links)
• Some theoretical properties of Silverman's method for smoothed functional principal component analysis (Q632745) (← links)
• Local linear regression for functional data (Q645536) (← links)
• Application of a delta-method for random operators to testing equality of two covariance operators (Q647757) (← links)
• Data driven smooth test for paired populations (Q710778) (← links)
• Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
• Sampled forms of functional PCA in reproducing kernel Hilbert spaces (Q741794) (← links)
• Some asymptotic theory for functional regression and classification (Q764787) (← links)
• Sparse functional principal component analysis in a new regression framework (Q830527) (← links)
• CLT in functional linear regression models (Q880935) (← links)
• Testing for the mean of random curves: a penalization approach (Q882913) (← links)
• On properties of percentile bootstrap confidence intervals for prediction in functional linear regression (Q899364) (← links)
• Functional regression with repeated eigenvalues (Q900921) (← links)
• On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
• Some properties of canonical correlations and variates in infinite dimensions (Q928850) (← links)
• Curves discrimination: a nonparametric functional approach (Q956742) (← links)
• An ANOVA test for functional data (Q956993) (← links)
• Variational Bayesian functional PCA (Q961145) (← links)
• Structural components in functional data (Q961805) (← links)
• Weakly dependent functional data (Q973886) (← links)
• Common functional principal components (Q1002147) (← links)