Adaptive functional principal components analysis

DOI10.1093/JRSSSB/QKAE106MaRDI QIDQ6911606zbMATH OpenFDO

Authors Sunny G. W. Wang, Valentin Patilea, Nicolas Klutchnikoff

Publication date 24 October 2025

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/JRSSSB/QKAE106

zbMATH Keywords

adaptive estimatorfunctional principal components analysisHölder exponentkernel smoothing

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric regression and quantile regression (62G08) Inference from stochastic processes (62M99) Functional data analysis (62R10)

Cites work

• Adaptive estimation of irregular mean and covariance functions
• Common functional principal components
• Estimation of heteroscedasticity in regression analysis
• From sparse to dense functional data and beyond
• Functional data analysis with rough sample paths?
• Functional data analysis.
• Inference for functional data with applications
• Introduction to nonparametric estimation
• Learning the smoothness of noisy curves with application to online curve estimation
• Linear processes in function spaces. Theory and applications
• Local intrinsic stationarity and its inference
• Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective
• On pointwise adaptive curve estimation based on inhomogeneous data
• On Properties of Functional Principal Components Analysis
• Properties of principal component methods for functional and longitudinal data analysis
• Relative perturbation bounds with applications to empirical covariance operators
• Some new asymptotic theory for least squares series: pointwise and uniform results
• Some sample path properties of multifractional Brownian motion
• Sparsely observed functional time series: estimation and prediction
• Superconsistent Estimation of Points of Impact in Non-Parametric Regression with Functional Predictors
• Theory for high-order bounds in functional principal components analysis
• Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier
• Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data

Cited in

(4)

• Rate accelerated inference for integrals of multivariate random functions
• Learning the regularity of multivariate functional data
• Adaptive estimation for weakly dependent functional times series
• Structural adaptation and rate accelerated estimation in bivariate functional data

This page was built for publication: Adaptive functional principal components analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6911606)