Efficient estimation of linear functionals of principal components

DOI10.1214/19-AOS1816zbMath1440.62232arXiv1708.07642MaRDI QIDQ2176629

Richard Nickl, Vladimir I. Koltchinskii, Matthias Löffler

Publication date: 5 May 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.07642

zbMATH Keywords

asymptotic normality; principal component analysis; spectral projections; semiparametric efficiency

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

62E17: Approximations to statistical distributions (nonasymptotic)

Uses Software

• fda (R)