Principal Component Analysis of Spatially Indexed Functions
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Software, source code, etc. for problems pertaining to statistics (62-04) Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)
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Cites work
- A central limit theorem for stationary random fields
- A family of minimax rates for density estimators in continuous time
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES
- Asymptotic spectral theory for nonlinear time series
- Baxter's inequality and sieve bootstrap for random fields
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
- Dynamic functional principal components
- Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends
- Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- Fourier analysis of stationary time series in function space
- Functional data analysis.
- Functional principal component analysis of spatially correlated data
- Handbook of spatial statistics.
- scientific article; zbMATH DE number 3131469 (Why is no real title available?)
- scientific article; zbMATH DE number 3502569 (Why is no real title available?)
- scientific article; zbMATH DE number 1313649 (Why is no real title available?)
- Inference for functional data with applications
- Interpolation of spatial data. Some theory for kriging
- Introduction to Functional Data Analysis
- Introduction to strong mixing conditions. Vol. 1.
- Multivariate functional principal component analysis for data observed on different (dimensional) domains
- ON STATIONARY PROCESSES IN THE PLANE
- On the prediction of stationary functional time series
- Principal component analysis.
- Sieve bootstrap for functional time series
- Statistics for spatio-temporal data
- Strictly stationary solutions of spatial ARMA equations
- Testing normality of functional time series
- Testing separability of space-time functional processes
- Testing stationarity of functional time series
- Testing the structural stability of temporally dependent functional observations and application to climate projections
- Tests for separability in nonparametric covariance operators of random surfaces
- Theoretical foundations of functional data analysis, with an introduction to linear operators
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- Weakly dependent functional data
- White noise testing and model diagnostic checking for functional time series
Cited in
(13)- Numerical methods of Karhunen-Loève expansion for spatial data
- Functional principal component analysis of spatially correlated data
- Prediction in functional regression with discretely observed and noisy covariates
- Crop Yield Prediction Using Bayesian Spatially Varying Coefficient Models with Functional Predictors
- White noise testing for functional time series
- Estimation of functional ARMA models
- Simultaneous inference and uniform test for eigensystems of functional data
- Principal component analysis of hybrid functional and vector data
- A functional regression model for heterogeneous BioGeoChemical Argo data in the Southern Ocean
- Enhancing spatial functional linear regression with robust dimension reduction methods
- Spectral density estimation of function-valued spatial processes
- Global Inference and Test for Eigensystems of Imaging Data Over Complicated Domains
- Spatial functional principal component analysis for spatially-indexed curves observed on closed spatial domain
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