Consistently recovering the signal from noisy functional data
From MaRDI portal
Publication:2078554
DOI10.1016/j.jmva.2021.104886OpenAlexW3212964401MaRDI QIDQ2078554
Fatima Jammoul, Siegfried Hörmann
Publication date: 1 March 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.05051
Factor analysis and principal components; correspondence analysis (62H25) Functional data analysis (62R10) Multivariate analysis (62Hxx)
Related Items
Prediction in functional regression with discretely observed and noisy covariates, Preprocessing noisy functional data: a multivariate perspective
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bi-cross-validation for factor analysis
- An introduction to recent advances in high/infinite dimensional statistics
- A partial overview of the theory of statistics with functional data
- Inference for functional data with applications
- Statistical analysis of factor models of high dimension
- On the CLT for discrete Fourier transforms of functional time series
- Efficient estimation of approximate factor models via penalized maximum likelihood
- Weakly dependent functional data
- Methodology and convergence rates for functional linear regression
- Linear processes in function spaces. Theory and applications
- Recent advances in functional data analysis and high-dimensional statistics
- On the distribution of the largest eigenvalue in principal components analysis
- Rank regularized estimation of approximate factor models
- Local linear regression smoothers and their minimax efficiencies
- Functional data analysis.
- Nonparametric functional data analysis. Theory and practice.
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Nonparametric Regression Analysis of Longitudinal Data
- Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
- EFFICIENT ESTIMATION OF FACTOR MODELS
- Inferential Theory for Factor Models of Large Dimensions
- Determining the Number of Factors in Approximate Factor Models
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements
- Functional Variance Processes
