Consistency of the mean and the principal components of spatially distributed functional data
From MaRDI portal
Publication:2435212
DOI10.3150/12-BEJ418zbMath1457.62193arXiv1104.3074MaRDI QIDQ2435212
Siegfried Hörmann, Piotr S. Kokoszka
Publication date: 4 February 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.3074
estimation; consistency; spatial dependence; functional data; spatial sampling design; functional principal components
62M30: Inference from spatial processes
62M40: Random fields; image analysis
62H25: Factor analysis and principal components; correspondence analysis
62R10: Functional data analysis
Related Items
Test of Weak Separability for Spatially Stationary Functional Field, On estimation and prediction in spatial functional linear regression model, Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends, An introduction to functional data analysis and a principal component approach for testing the equality of mean curves, P. Secchi, S. Vantini and V. Vitelli: ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan, Discussion of ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan by P. Secchi, S. Vantini, and V. Vitelli, Discussion of ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan by Piercesare Secchi, Simone Vantini and Valeria Vitelli, Dependent functional data, Empirical properties of forecasts with the functional autoregressive model
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Portmanteau Test of Independence for Functional Observations
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- Resampling methods for spatial regression models under a class of stochastic designs
- The oscillation behavior of empirical processes: The multivariate case
- Weakly dependent functional data
- Common functional principal components
- Consistency of restricted maximum likelihood estimators of principal components
- Practically applicable central limit theorem for spatial statistics
- Fixed-domain asymptotic properties of tapered maximum likelihood estimators
- The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes
- On the central limit theorem for stationary mixing random fields
- Classes of linear operators. Vol. I
- Covariance inequalities for strongly mixing processes
- Linear processes in function spaces. Theory and applications
- Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields
- Covariate adjusted functional principal components analysis for longitudinal data
- Functional data analysis.
- Functional Data Analysis with R and MATLAB
- Functional Principal Component Regression and Functional Partial Least Squares
- Tests for Error Correlation in the Functional Linear Model
- On Properties of Functional Principal Components Analysis
- Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
- 8. Functional Data Analysis