Estimating a smooth covariance for functional data
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Cites work
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
- Classification of functional fragments by regularized linear classifiers with domain selection
- Clustering for Sparsely Sampled Functional Data
- Covariance matrix selection and estimation via penalised normal likelihood
- Covariance regularization by thresholding
- Covariance-based clustering in multivariate and functional data analysis
- Determining the Number of Factors in Approximate Factor Models
- Fast bivariate \(P\)-splines: the sandwich smoother
- Fast covariance estimation for high-dimensional functional data
- Fast covariance estimation for sparse functional data
- Functional Data Analysis for Sparse Longitudinal Data
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- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- scientific article; zbMATH DE number 469124 (Why is no real title available?)
- scientific article; zbMATH DE number 5224144 (Why is no real title available?)
- Introduction to Functional Data Analysis
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Low‐Rank Scale‐Invariant Tensor Product Smooths for Generalized Additive Mixed Models
- Nonparametric estimation of large covariance matrices of longitudinal data
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- Nonparametric Regression Analysis of Longitudinal Data
- On the distribution of the largest eigenvalue in principal components analysis
- Practical use of robust GCV and modified GCV for spline smoothing
- Principal component analysis: a review and recent developments
- Principal component models for sparse functional data
- Principal components analysis of sampled functions
- Properties of principal component methods for functional and longitudinal data analysis
- Robust generalized cross-validation for choosing the regularization parameter
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Sparse inverse covariance estimation with the graphical lasso
- Spatial spline regression models
- The Optimal Hard Threshold for Singular Values is <inline-formula> <tex-math notation="TeX">\(4/\sqrt {3}\) </tex-math></inline-formula>
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