Assessing the Finite Dimensionality of Functional Data
From MaRDI portal
Publication:3408555
DOI10.1111/j.1467-9868.2006.00562.xzbMath1110.62085OpenAlexW1968260198MaRDI QIDQ3408555
Publication date: 14 November 2006
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2006.00562.x
bootstrapeigenvalueeigenvectorhypothesis testconfidence intervalconfoundingfunctional data analysisdegrees of freedomnull hypothesislow noisenoise variance
Related Items
Nonparametric operator-regularized covariance function estimation for functional data, Description length and dimensionality reduction in functional data analysis, Low-Rank Covariance Function Estimation for Multidimensional Functional Data, A survey of functional principal component analysis, Identifying the spectral representation of Hilbertian time series, Defining probability density for a distribution of random functions, Fourier analysis of stationary time series in function space, Functional data analysis with increasing number of projections, Functional time series approach to analyzing asset returns co-movements, Detecting whether a stochastic process is finitely expressed in a basis, Identifying the finite dimensionality of curve time series, Methods for Scalar‐on‐Function Regression, A block bootstrap for quasi-likelihood in sparse functional data, An autocovariance-based learning framework for high-dimensional functional time series, Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series, Nonstationary fractionally integrated functional time series, Smoothed functional canonical correlation analysis of humidity and temperature data, Long-Range Dependent Curve Time Series, Bootstrap Calibration in Functional Linear Regression Models with Applications, Selecting the Number of Principal Components in Functional Data, Mixture inner product spaces and their application to functional data analysis, Conjugate processes: theory and application to risk forecasting, Wavelet estimation of the dimensionality of curve time series, Intraday forecasts of a volatility index: functional time series methods with dynamic updating, Evaluation of process capability in multivariate nonlinear profiles, Feature extraction for functional time series: theory and application to NIR spectroscopy data, The correction term in a small-ball probability factorization for random curves, Clustering and forecasting multiple functional time series, Dependence measures for model selection in singular spectrum analysis, Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data, Testing for the rank of a covariance operator, Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach
Uses Software
Cites Work
- 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
- PCA stability and choice of dimensionality
- Determining the number of components from the matrix of partial correlations
- Functional data analysis
- Linear processes in function spaces. Theory and applications
- Applied functional data analysis. Methods and case studies
- Functional linear model
- Functional canonical analysis for square integrable stochastic processes
- Smoothed functional principal components analysis by choice of norm
- A rationale and test for the number of factors in factor analysis
- Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
- Nonparametric Regression Analysis of Longitudinal Data
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination