Principal component analysis of infinite variance functional data

DOI10.1016/j.jmva.2022.105123OpenAlexW4307123810MaRDI QIDQ2101477

Rafał Kulik, Piotr S. Kokoszka

Publication date: 6 December 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105123

zbMATH Keywords

regular variationinfinite varianceasymptotic theoryprincipal componentsfunctional data

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Multivariate analysis (62Hxx)

Related Items

Sparse principal component analysis for high‐dimensional stationary time series

Uses Software

• fda (R)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An introduction to recent advances in high/infinite dimensional statistics
• Inference for functional data with applications
• Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Regularly varying multivariate time series
• Limit theory for moving averages of random variables with regularly varying tail probabilities
• Polar decomposition of regularly varying time series in star-shaped metric spaces
• Recent advances in functional data analysis and high-dimensional statistics
• Point process and partial sum convergence for weakly dependent random variables with infinite variance
• Asymptotic normality of the principal components of functional time series
• On functional data analysis and related topics
• Principal components analysis of regularly varying functions
• Functional data analysis.
• Nonparametric functional data analysis. Theory and practice.
• Penalized Gaussian Process Regression and Classification for High-Dimensional Nonlinear Data
• Regular variation for measures on metric spaces
• Functional Data Analysis with R and MATLAB
• Domains of attraction of stable measures on a Hilbert space
• A family of minimax rates for density estimators in continuous time
• Introduction to Functional Data Analysis
• Heavy-Tailed Time Series
• Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
• Heavy-Tail Phenomena
• Convergence of stochastic processes