Assessing the Finite Dimensionality of Functional Data
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Cites work
- A rationale and test for the number of factors in factor analysis
- Applied functional data analysis. Methods and case studies
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Curves discrimination: a nonparametric functional approach
- Determining the number of components from the matrix of partial correlations
- Functional canonical analysis for square integrable stochastic processes
- Functional data analysis
- Functional linear model
- Linear processes in function spaces. Theory and applications
- Nonparametric Regression Analysis of Longitudinal Data
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- PCA stability and choice of dimensionality
- Principal components analysis of sampled functions
- Smoothed functional principal components analysis by choice of norm
- Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
Cited in
(40)- Conjugate processes: theory and application to risk forecasting
- Structural stability of functional data -- a new adjusted-range-based self-normalization approach
- A survey of functional principal component analysis
- Forecasting High-Dimensional Functional Time Series: Application to Sub-National Age-Specific Mortality
- Methods for Scalar‐on‐Function Regression
- Testing for the rank of a covariance operator
- Nonparametric operator-regularized covariance function estimation for functional data
- A block bootstrap for quasi-likelihood in sparse functional data
- An autocovariance-based learning framework for high-dimensional functional time series
- Mixture inner product spaces and their application to functional data analysis
- Wavelet estimation of the dimensionality of curve time series
- Description length and dimensionality reduction in functional data analysis
- Detecting whether a stochastic process is finitely expressed in a basis
- Defining probability density for a distribution of random functions
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series
- Identifying the spectral representation of Hilbertian time series
- Functional data analysis with increasing number of projections
- Detecting the complexity of a functional time series
- Long-range dependent curve time series
- Identifying the finite dimensionality of curve time series
- Functional time series approach to analyzing asset returns co-movements
- Clustering and forecasting multiple functional time series
- Forecasting a time series of Lorenz curves: one-way functional analysis of variance
- Fourier analysis of stationary time series in function space
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating
- Evaluation of process capability in multivariate nonlinear profiles
- Selecting the number of principal components in functional data
- Nonstationary fractionally integrated functional time series
- Feature extraction for functional time series: theory and application to NIR spectroscopy data
- The correction term in a small-ball probability factorization for random curves
- Forecasting density-valued functional panel data
- Modeling and forecasting daily electricity load curves: a hybrid approach
- Functional random effect time-varying coefficient model for longitudinal data
- Resampling techniques for estimating the distribution of descriptive statistics of functional data
- Functional Linear Regression: Dependence and Error Contamination
- Remark on the finite-dimensional character of certain results of functional statistics
- Smoothed functional canonical correlation analysis of humidity and temperature data
- Bootstrap calibration in functional linear regression models with applications
- Low-Rank Covariance Function Estimation for Multidimensional Functional Data
- Dependence measures for model selection in singular spectrum analysis
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