A note on the cross-covariance operator and on congruence relations for Hilbert space valued stochastic processes
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Publication:2267614
DOI10.1016/j.spl.2009.11.011zbMath1456.62111OpenAlexW2070908987MaRDI QIDQ2267614
Publication date: 1 March 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.11.011
Factor analysis and principal components; correspondence analysis (62H25) Measures of association (correlation, canonical correlation, etc.) (62H20) General second-order stochastic processes (60G12) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)
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Cites Work
- Canonical correlation for stochastic processes
- A note on multiple and canonical correlation for a singular covariance matrix
- Functional data analysis
- Methods of canonical analysis for functional data.
- Canonical analysis relative to a closed subspace
- An Approach to Time Series Analysis
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