Assessing extrema of empirical principal component functions

DOI10.1214/009053606000000371zbMATH Open1113.62074arXivmath/0608025OpenAlexW4298166670MaRDI QIDQ2500461FDOQ2500461

Peter Hall, Céline Vial

Publication date: 24 August 2006

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

Abstract: The difficulties of estimating and representing the distributions of functional data mean that principal component methods play a substantially greater role in functional data analysis than in more conventional finite-dimensional settings. Local maxima and minima in principal component functions are of direct importance; they indicate places in the domain of a random function where influence on the function value tends to be relatively strong but of opposite sign. We explore statistical properties of the relationship between extrema of empirical principal component functions, and their counterparts for the true principal component functions. It is shown that empirical principal component funcions have relatively little trouble capturing conventional extrema, but can experience difficulty distinguishing a ``shoulder in a curve from a small bump. For example, when the true principal component function has a shoulder, the probability that the empirical principal component function has instead a bump is approximately equal to 1/2. We suggest and describe the performance of bootstrap methods for assessing the strength of extrema. It is shown that the subsample bootstrap is more effective than the standard bootstrap in this regard. A ``bootstrap likelihood is proposed for measuring extremum strength. Exploratory numerical methods are suggested.

Full work available at URL: https://arxiv.org/abs/math/0608025

Recommendations

• On Properties of Functional Principal Components Analysis
• Principal components analysis of sampled functions
• Kernel-based functional principal components
• Extremal properties of principal curves in the plane
• Principal components for multivariate functional data

zbMATH Keywords

bootstrapfunctional data analysismodeprincipal components analysisturning pointperturbationsubsamplebootstrap likelihoodKarhunen-Loeve representationshoulder point

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32)

Cites Work

• SiZer for Exploration of Structures in Curves
• Functional data analysis.
• Principal component models for sparse functional data
• Subsampling
• Functional Classification in Hilbert Spaces
• Linear processes in function spaces. Theory and applications
• Applied functional data analysis. Methods and case studies
• Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves
• Title not available (Why is that?)
• Title not available (Why is that?)
• Regression Analysis for a Functional Response
• Title not available (Why is that?)
• Test of Significance When Data Are Curves
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Curves discrimination: a nonparametric functional approach
• Principal components analysis of sampled functions
• Title not available (Why is that?)
• The dip test of unimodality
• Scale space view of curve estimation.
• Smoothed functional principal components analysis by choice of norm
• Mode testing via the excess mass estimate
• Excess Mass Estimates and Tests for Multimodality
• Calibrating the Excess Mass and Dip Tests of Modality
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• A Graphical Technique for Determining the Number of Components in a Mixture of Normals
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
• Title not available (Why is that?)
• Kernel-based functional principal components
• Functional canonical analysis for square integrable stochastic processes
• Perturbation of spectral subspaces and solution of linear operator equations
• Weak convergence for the covariance operators of a Hilbertian linear process.
• Density estimation under qualitative assumptions in higher dimensions
• A nonlinear PCA based on manifold approximation
• Gait analysis and the bootstrap
• On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
• Nonparametric estimation of smoothed principal components analysis of sampled noisy functions
• Some asymptotics for multimodality tests based on kernel density estimates
• Nonparametric testing of the existence of modes
• Least squares estimators of the mode of a unimodal regression function
• Title not available (Why is that?)
• Étude asymptotique d'un estimateur spline hybride pour le modèle linéaire fonctionnel
• On nonparametric kernel estimation of the mode of the regression function in the random design model
• Statistical analysis of temporal evolution in single-neuron firing rates

Cited In (1)

• Minimax adaptive tests for the functional linear model

Uses Software

• fda (R)
• SiZer

This page was built for publication: Assessing extrema of empirical principal component functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2500461)