Functional principal components analysis via penalized rank one approximation

DOI10.1214/08-EJS218zbMath1320.62097arXiv0807.4862OpenAlexW2058564856MaRDI QIDQ1951769

Andreas Buja, Haipeng Shen, Jianhua Z. Huang

Publication date: 24 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.4862

zbMATH Keywords

regularizationpenalizationsingular value decompositionfunctional data analysis

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25)

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Uses Software

• fda (R)

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