Consistency of the mean and the principal components of spatially distributed functional data

DOI10.3150/12-BEJ418MaRDI QIDQ2435212zbMATH OpenFDO

Authors Siegfried Hörmann, Piotr 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

zbMATH Keywords

functional dataconsistencyspatial dependenceestimationspatial sampling designfunctional principal components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Functional data analysis (62R10)

Abstract: This paper develops a framework for the estimation of the functional mean and the functional principal components when the functions form a random field. More specifically, the data we study consist of curves $X(mathbf{s}_k;t),tin[0,T]$, observed at spatial points $mathbf{s}_1,mathbf{s}_2,ldots,mathbf{s}_N$. We establish conditions for the sample average (in space) of the $X(mathbf{s}_k)$ to be a consistent estimator of the population mean function, and for the usual empirical covariance operator to be a consistent estimator of the population covariance operator. These conditions involve an interplay of the assumptions on an appropriately defined dependence between the functions $X(mathbf{s}_k)$ and the assumptions on the spatial distribution of the points $mathbf{s}_k$. The rates of convergence may be the same as for i.i.d. functional samples, but generally depend on the strength of dependence and appropriately quantified distances between the points $mathbf{s}_k$. We also formulate conditions for the lack of consistency.

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Cited in

(14)

• Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency
• Dependent functional data
• 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
• Functional data analysis with rough sample paths?
• Inverse regression for spatially distributed functional data
• Empirical properties of forecasts with the functional autoregressive model
• Spatial functional principal component analysis for spatially-indexed curves observed on closed spatial domain
• On estimation and prediction in spatial functional linear regression model
• Test of Weak Separability for Spatially Stationary Functional Field
• Functional principal component analysis of spatially correlated data
• 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
• P. Secchi, S. Vantini and V. Vitelli: ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan

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