Sensitivity analysis in functional principal component analysis (Q2488403)
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scientific article; zbMATH DE number 5025768
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| English | Sensitivity analysis in functional principal component analysis |
scientific article; zbMATH DE number 5025768 |
Statements
Sensitivity analysis in functional principal component analysis (English)
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24 May 2006
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Penalized functional principal components analysis (PCA) is considered. Sensitivity analysis based on the empirical influence functions (EIF) is discussed. EIFs are calculated for a fixed penalty parameter \(\lambda\) and for \(\lambda\) obtained by cross-validation. Cook's distances are proposed for single-case diagnostics. Multiple-case diagnostics is also considered. Applications to meteorological data are presented.
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penalized functional principal components
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empirical influence function
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Cook's distance
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multiple-case diagnostics
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0.8008338212966919
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0.7848409414291382
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0.7791500687599182
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0.7788817286491394
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0.7769622206687927
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